A unifying framework for linear estimation: Generalized partitioned algorithms
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Cites work
- scientific article; zbMATH DE number 3679101 (Why is no real title available?)
- scientific article; zbMATH DE number 3562910 (Why is no real title available?)
- scientific article; zbMATH DE number 3634132 (Why is no real title available?)
- A note on the use of Chandrasekhar equations for the calculation of the Kalman gain matrix (Corresp.)
- A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations
- A solution of the smoothing problem for linear dynamic systems
- A survey of data smoothing for linear and nonlinear dynamic systems
- A view of three decades of linear filtering theory
- Discrete Riccati equation solutions: Partitioned algorithms
- Discrete Riccati-equation solutions: generalized partitioned algorithms
- Estimation: A brief survey
- Fast Riccati equation solutions: Partitioned algorithms
- Generalized Chandrasekhar algorithms: Time-varying models
- Integration-free interval doubling for Riccati equation solutions
- New smoothing algorithms based on reversed-time lumped models
- On Optimal Fixed Point Linear Smoothing
- Optimal Filtering of Continuous-Time Stationary Processes by Means of the Backward Innovation Process
- Optimal linear smoothing : Continuous data case
- Optimal non-linear estimation†
- Partitioned Ricatti solutions and integration-free doubling algorithms
- Partitioned estimation algorithms. I: Nonlinear estimation
- Partitioned estimation algorithms. II: Linear estimation
- Partitioned linear estimation algorithms: Discrete case
- Scattering theory and linear least squares estimation. II: Discrete-time problems
- Some new algorithms for recursive estimation in constant linear systems
Cited in
(9)- Bayesian classification of hidden Markov models
- Matrix factorization and Chandrasekhar equations techniques in the design of linear quadratic optimal control systems
- A survey of recursive algorithms for the solution of the discrete time Riccati Equation
- An alternative approach to the derivation of distributed-type partitioned filters
- Partitioning filters
- Discrete Riccati-equation solutions: generalized partitioned algorithms
- Chandrasekhar algorithms for linear time varying distributed systems
- Square-root algorithms for parallel processing in optimal estimation
- Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
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