Pages that link to "Item:Q795786"

The following pages link to Optimal estimation of linear discrete-time systems with stochastic parameters (Q795786):

Displaying 44 items.

• Globally optimal distributed Kalman filtering fusion (Q439751) (← links)
• Integrated optimization methods in multisensor decision and estimation fusion (Q439755) (← links)
• Modeling and estimation for networked systems with multiple random transmission delays and packet losses (Q464593) (← links)
• Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey (Q474465) (← links)
• Optimal linear estimation with square-based sampling (Q528671) (← links)
• Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices (Q668485) (← links)
• Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts (Q1032400) (← links)
• A new formulation of some discrete-time stochastic-parameter state estimation problems (Q1375838) (← links)
• Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846) (← links)
• An exact minimum variance filter for a class of discrete time systems with random parameter perturbations (Q1630177) (← links)
• Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises (Q1691198) (← links)
• Distributed fusion estimation for multisensor multirate systems with stochastic observation multiplicative noises (Q1718218) (← links)
• Covariance-based estimation from multisensor delayed measurements with random parameter matrices and correlated noises (Q1719467) (← links)
• Variance-constrained robust estimation for discrete-time systems with communication constraints (Q1719529) (← links)
• Linear unbiased state estimation under randomly varying bounded sensor delay (Q1808633) (← links)
• Further results on robust variance-constrained filtering for uncertain stochastic systems with missing measurements (Q1959358) (← links)
• Robust centralized and weighted measurement fusion Kalman predictors with multiplicative noises, uncertain noise variances, and missing measurements (Q2003222) (← links)
• An efficient approximation of the Kalman filter for multiple systems coupled via low-dimensional stochastic input (Q2184517) (← links)
• Recursive filtering for stochastic parameter systems with measurement quantizations and packet disorders (Q2242122) (← links)
• State estimators for systems with random parameter matrices, stochastic nonlinearities, fading measurements and correlated noises (Q2293201) (← links)
• Two-stage particle filtering for non-Gaussian state estimation with fading measurements (Q2307577) (← links)
• An improved unscented Kalman filter for discrete nonlinear systems with random parameters (Q2398749) (← links)
• Optimal linear estimation for systems with multiple packet dropouts (Q2440730) (← links)
• Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope (Q2519739) (← links)
• Linear estimation for networked control systems with random transmission delays and packet dropouts (Q2629995) (← links)
• Robust minimum variance linear state estimators for multiple sensors with different failure rates (Q2641801) (← links)
• Kalman filtering with finite-step autocorrelated measurement noise (Q2668045) (← links)
• Variance-constrained robust estimation for uncertain systems with multiple packet dropouts (Q2857149) (← links)
• Optimal linear estimators for systems with random measurement delays (Q3109794) (← links)
• On designing robust controllers under randomly varying sensor delay with variance constraints (Q3442620) (← links)
• Quality control in a single state production system: open and closed loop policies (Q3490827) (← links)
• Frisch scheme identification for dynamic diagonal bilinear models (Q3566357) (← links)
• Observer design for stochastic-parameter systems (Q3780867) (← links)
• Implications of a result on observer design for stochastic parameter systems (Q3798572) (← links)
• Linear state estimators for non-linear stochastic systems with noisy non-linear observations (Q3815227) (← links)
• Robust time‐varying Kalman estimators for systems with packet dropouts and uncertain‐variance multiplicative and linearly correlated additive white noises (Q4644370) (← links)
• Robust centralized and weighted measurement fusion white noise deconvolution estimators for multisensor systems with mixed uncertainties (Q4644372) (← links)
• Fixed-point smoothing with non-independent uncertainty using covariance information (Q4653452) (← links)
• Linear state estimators for non-linear stochastic systems with noisy non-linear observations (Q4711757) (← links)
• Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (Q5168006) (← links)
• Optimal linear estimators for systems with multiple random measurement delays and packet dropouts (Q5172444) (← links)
• Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays (Q6081044) (← links)
• Quadratic filtering for non-Gaussian stochastic parameter systems with buffer-aided strategy (Q6492075) (← links)
• Convergence of optimal linear filter with time-correlated fading channel and channel noise (Q6498001) (← links)