Pages that link to "Item:Q620602"

The following pages link to A maximum-likelihood Kalman filter for switching discrete-time linear systems (Q620602):

Displaying 12 items.

• Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities (Q398273) (← links)
• On stabilization of switching linear systems (Q490537) (← links)
• State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise (Q503184) (← links)
• Robust distributed Kalman filter for wireless sensor networks with uncertain communication channels (Q1954557) (← links)
• Minimum variance constrained estimator (Q2071951) (← links)
• A variational Bayes moving horizon estimation adaptive filter with guaranteed stability (Q2151894) (← links)
• Multi-vehicle tracking with microscopic traffic flow model-based particle filtering (Q2280663) (← links)
• Mode separability-based state estimation for uncertain constrained dynamic systems (Q2307592) (← links)
• Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise (Q2792785) (← links)
• Sliding Mode Control of Switched Stochastic Hybrid Systems (Q3193234) (← links)
• Packet loss detection in networked control systems (Q6054840) (← links)
• A maximum likelihood estimator for switching linear systems with unknown inputs (Q6119716) (← links)