Deterministic least squares filtering.

DOI10.1016/S0304-4076(03)00146-5MaRDI QIDQ1421325zbMATH OpenOpenAlexFDO

Authors Jan C. Willems

Publication date 26 January 2004

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4076(03)00146-5

zbMATH Keywords

Kalman filteringRiccati equationFilteringLatencyLinear systemsLeast squares estimationLeast squares controlMisfit

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cited in

(20)

• scientific article; zbMATH DE number 18050 (Why is no real title available?)
• A general approach of least squares estimation and optimal filtering
• A semi-definite programming approach for robust tracking
• The deterministic interpretation of the Kalman filter
• Recursive linear estimation for general discrete-time descriptor systems
• The error in least square shaping filter
• Neural network based nonlinear observers
• Local well-posedness of the Mortensen observer
• scientific article; zbMATH DE number 4137684 (Why is no real title available?)
• Deterministic optimal state estimation / Deterministische optimale Zustandsschätzung
• Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
• Derivation and analysis of a least mean square filter
• scientific article; zbMATH DE number 919786 (Why is no real title available?)
• Optimal recursive estimation for discrete-time descriptor systems
• On the Lagrange duality of stochastic and deterministic minimax control and filtering problems
• On the strong observability in linear time-varying singular systems
• Extended fractional singular Kalman filter
• Improved GPS accuracy via dynamic filtering of relative distances in a swarm of nano-satellites
• A limit Kalman filter and smoother for systems with unknown inputs
• scientific article; zbMATH DE number 4120090 (Why is no real title available?)

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