Bayesian state estimation on finite horizons: the case of linear state-space model
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Cites work
- A new solution to the induced \(l_{\infty}\) finite impulse response filtering problem based on two matrix inequalities
- A receding horizon unbiased FIR for discrete-time state space models
- Adaptive control design and experiments for LAAS ``helicopter benchmark
- An Iterative Kalman-Like Algorithm Ignoring Noise and Initial Conditions
- An optimization approach to adaptive Kalman filtering
- Box particle filtering for nonlinear state estimation using interval analysis
- Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
- Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications
- scientific article; zbMATH DE number 44406 (Why is no real title available?)
- scientific article; zbMATH DE number 50762 (Why is no real title available?)
- Linear Optimal FIR Estimation of Discrete Time-Invariant State-Space Models
- Minimum variance unbiased FIR filter for discrete time-variant systems
- On the Time-Varying Riccati Difference Equation of Optimal Filtering
- Risk-Sensitive Particle Filters for Mitigating Sample Impoverishment
- Robustness and risk-sensitive filtering
- Stochastic processes and filtering theory
- Unified forms for Kalman and finite impulse response filtering and smoothing
Cited in
(8)- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- Receding horizon unbiased FIR filters and their application to sea target tracking
- Robust fixed-lag smoothing under model perturbations
- Bayesian prediction mean squared error for state space models with estimated parameters
- Bayesian Learning of Degenerate Linear Gaussian State Space Models Using Markov Chain Monte Carlo
- Bayesian state estimation in the presence of slow-rate integrated measurement
- Fast bias-constrained optimal FIR filtering for time-invariant state space models
- A new heavy-tailed robust Kalman filter with time-varying process bias
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