Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
From MaRDI portal
Recommendations
- A new autocovariance least-squares method for estimating noise covariances
- scientific article; zbMATH DE number 480294
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
- Noise covariance identification for time-varying and nonlinear systems
- State estimation in the presence of bounded disturbances
Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 65796 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 3338633 (Why is no real title available?)
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- A new autocovariance least-squares method for estimating noise covariances
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- An efficient algorithm for estimating noise covariances in distributed systems
- Comments on "Identification of optimum filter steady-state gain for systems with unknown noise covariances"
- Constrained linear state estimation -- a moving horizon approach
- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
- Handbook of semidefinite programming. Theory, algorithms, and applications
- IV.—On Least Squares and Linear Combination of Observations
- Identification of optimum filter steady-state gain for systems with unknown noise covariances
- On second-order and fourth-order moments of jointly distributed random matrices: A survey
- On the symmetric solutions of linear matrix equations
- Semidefinite Programming
Cited in
(12)- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
- The effect of small-amplitude time-dependent changes to the surface morphology of a sphere
- Process noise covariance estimation via stochastic approximation
- Autocovariance-based plant-model mismatch estimation for linear model predictive control
- Noise covariance estimation via autocovariance least-squares with deadbeat filters
- Flow estimation of boundary layers using DNS-based wall shear information
- Novel sparseness-inducing dual Kalman filter and its application to tracking time-varying spatially-sparse structural stiffness changes and inputs
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
- On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices
- Noise covariance identification for time-varying and nonlinear systems
- Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation
- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
This page was built for publication: Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1000801)
