Pages that link to "Item:Q4085594"
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The following pages link to Square-root algorithms for least-squares estimation (Q4085594):
Displayed 36 items.
- On efficient parametric identification methods for linear discrete stochastic systems (Q461977) (← links)
- On the \(LU\) factorization of infinite systems of semi-separable equations (Q692590) (← links)
- An improved algorithm to solve a discrete matrix Riccati equation (Q749484) (← links)
- Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods (Q766056) (← links)
- The exact likelihood for a multivariate ARMA model (Q796949) (← links)
- A parallel architecture for Kalman filter measurement update and parameter estimation (Q1074550) (← links)
- Least squares modifications with inverse factorizations: Parallel implications (Q1123540) (← links)
- Tracking the condition number for RLS in signal processing (Q1185808) (← links)
- Adaptive Lanczos methods for recursive condition estimation (Q1186619) (← links)
- On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation (Q1188439) (← links)
- Fast algorithm of Chandrasekhar type for ARMA model identification (Q1194899) (← links)
- Square-root Kalman filtering of descriptor systems (Q1199857) (← links)
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
- Square-root algorithms for parallel processing in optimal estimation (Q1258711) (← links)
- Inner-outer factorization and the inversion of locally finite systems of equations (Q1579513) (← links)
- A tensor network Kalman filter with an application in recursive MIMO Volterra system identification (Q1680889) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730) (← links)
- A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations (Q2261784) (← links)
- Singular Riccati equations stabilizing large-scale systems (Q2491703) (← links)
- Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems (Q2518707) (← links)
- FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q3203895) (← links)
- An implementation method for the discrete Kalman filter with applications to large-scale systems (Q3216550) (← links)
- Semi- and Quasi-separable Systems (Q3462199) (← links)
- Reduced-rank unscented Kalman filtering using Cholesky-based decomposition (Q3536500) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- Periodic solutions of Riccati equations applied to multirate sampling (Q3809717) (← links)
- Some alternatives in recursive estimation† (Q3882305) (← links)
- Matrix factorization and Chandrasekhar equations techniques in the design of linear quadratic optimal control systems (Q3929613) (← links)
- Parallel computation of the modified extended kalman filter (Q4032908) (← links)
- Accuracy and efficiency of alternative spline smoothing algorithms (Q4851433) (← links)
- Square-root RTS smoothing algorithms (Q4858852) (← links)
- On practical implementation of robust kalman filtering (Q4861303) (← links)
- Acoustic full-waveform inversion and its uncertainty estimation based on a vector-version square-root variable metric method (Q5193504) (← links)
- STABLE ALGORITHMS FOR THE STATE SPACE MODEL (Q5751914) (← links)
- An implicit and explicit dual model predictive control formulation for a steel recycling process (Q6092441) (← links)