Extended Chandrasekhar recursions

DOI10.1109/9.280773MaRDI QIDQ4306723zbMATH OpenOpenAlexFDO

Authors Ali H. Sayed, T. Kailath

Publication date 11 June 1995

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.280773

zbMATH Keywords

least-squares estimationadaptive filteringChandrasekhar recursions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• The Chandrasekhar function revisited
• Chandrasekhar Equations for Infinite Dimensional Systems
• Celestial recursion
• Chandrasekhar-type recursions for periodic linear systems
• The Chandrasekhar-Kendall functions
• Recursion in the classical limit and the neutron-star Compton amplitude
• On a new iteration for solving Chandrasekhar's H-equation
• scientific article; zbMATH DE number 1262449
• Recursive expansions
• An Extension of Panjer's Recursion

Cited in

(14)

• State-space recursive least-squares. I.
• scientific article; zbMATH DE number 12794 (Why is no real title available?)
• An extended inverse QR adaptive filtering algorithm
• Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems
• A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations
• Chandrasekhar-type recursions for periodic linear systems
• Adaptive Chandrasekhar filter for linear discrete-time stationary stochastic systems
• Extension of the Chandrasekhar filter to the case of periodic state-space models
• On efficient parametric identification methods for linear discrete stochastic systems
• Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
• Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information
• Computing the exact Fisher information matrix of periodic state-space models
• Improved discrete-time Kalman filtering within singular value decomposition

This page was built for publication: Extended Chandrasekhar recursions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4306723)