Pages that link to "Item:Q4767190"
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The following pages link to Some new algorithms for recursive estimation in constant, linear, discrete-time systems (Q4767190):
Displaying 50 items.
- On efficient parametric identification methods for linear discrete stochastic systems (Q461977) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices (Q599137) (← links)
- The exact likelihood for a multivariate ARMA model (Q796949) (← links)
- A group-theoretical approach to optimal estimation and control (Q800284) (← links)
- FIR filters and recursive forms for discrete-time state-space models (Q912062) (← links)
- Parameter identification in tidal models with uncertain boundary conditions (Q920782) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- A utilization of properties of the discrete-time Riccati equation in stochastic realization theory (Q1063555) (← links)
- Linear complexity algorithms for semiseparable matrices (Q1075738) (← links)
- Two-dimensional shallow water flow identification (Q1102791) (← links)
- Tidal flow forecasting using reduced rank square root filters (Q1128013) (← links)
- Stable GPC by dynamic programming (Q1129112) (← links)
- Displacement ranks of matrices and linear equations (Q1139102) (← links)
- The Kalman-Bucy method of optimal filtering and its generalizations (Q1141615) (← links)
- Covariance matrix computation of the state variable of a stationary Gaussian process (Q1144887) (← links)
- Trends in identification (Q1149921) (← links)
- Factorization methods for linear quadratic optimal control (Q1167095) (← 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)
- Supplement to 'A survey of data smoothing' (Q1214385) (← links)
- On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering (Q1215485) (← links)
- Scattering theory and linear least squares estimation. II: Discrete-time problems (Q1227692) (← links)
- Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering (Q1234270) (← links)
- Linear-quadratic discrete-time control and constant directions (Q1237272) (← links)
- A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models (Q1247286) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach (Q1305674) (← links)
- Fast algorithms for optimal FIR filter and smoother of discrete-time state-space models (Q1322814) (← links)
- Fast algorithms for generalized predictive control (Q1338063) (← links)
- Data assimilation in transport models (Q1360085) (← links)
- Inner-outer factorization and the inversion of locally finite systems of equations (Q1579513) (← links)
- Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150) (← links)
- Computation of the exact information matrix of Gaussian dynamic regression time series models (Q1807120) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information (Q1826647) (← links)
- A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations (Q2261784) (← links)
- Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems (Q2372046) (← links)
- An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353) (← links)
- Extension of the Chandrasekhar filter to the case of periodic state-space models (Q2472984) (← links)
- Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering (Q2793963) (← links)
- A reduced basis Kalman filter for parametrized partial differential equations (Q2994666) (← links)
- Displacement ranks of a matrix (Q3207991) (← links)
- On the geometry of the set of solutions of a discrete-time quadratic matrix inequality† (Q3323795) (← links)
- Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
- A note on reparameterizing a vector autoregressive moving average model to enforce stationarity (Q3740862) (← links)
- Computing the likelihood and its dierivatives for a gaussian ARMA model (Q3742545) (← links)
- Simple method for solving the constant gains of Kalman filters with single output (Q3762212) (← links)
- Stochastic realizations of a discrete-time non-stationary Process (Q3835398) (← links)
- Some alternatives in recursive estimation† (Q3882305) (← links)