Pages that link to "Item:Q2792785"
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The following pages link to Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise (Q2792785):
Displayed 15 items.
- Generalized fractional ambiguity function and its applications (Q831563) (← links)
- Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise (Q1648051) (← links)
- Kalman filtering algorithm for systems with stochastic nonlinearity functions, finite-step correlated noises, and missing measurements (Q1726973) (← links)
- Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs (Q1729063) (← links)
- Feedback polynomial filtering and control of non-Gaussian linear time-varying systems (Q1729109) (← links)
- Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics (Q2068227) (← links)
- Diffusion-probabilistic least mean square algorithm (Q2118701) (← links)
- Discrete-time adaptive controller based on IF-THEN rules database for novel architecture of ABB IRB-1400 (Q2181378) (← links)
- Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise (Q2292378) (← links)
- A variable step-size strategy based on error function for sparse system identification (Q2399147) (← links)
- Feedback quadratic filtering (Q2409139) (← links)
- Joint state and parameter robust estimation of stochastic nonlinear systems (Q2820453) (← links)
- Identification of time‐varying OE models in presence of non‐Gaussian noise: Application to pneumatic servo drives (Q5298546) (← links)
- System identification by operatorial cancellation of nonlinear terms and application to a class of Volterra models (Q5739102) (← links)
- Adaptive Masreliez-Martin fractional embedded cubature Kalman filter (Q6045810) (← links)
