Introduction to optimal estimation

MaRDI QIDQ1964258zbMATH OpenFDO

Authors J. K. Su, E. W. Kamen

Publication date 6 February 2000

Published in Advanced Textbooks in Control and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationoptimal estimationleast-squares estimationKalman filtersWiener filteringmaximum a posteriori estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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Cited in

(29)

• scientific article; zbMATH DE number 821283 (Why is no real title available?)
• Robust integrated sequential covariance intersection fusion Kalman filters and their convergence and stability for networked sensor systems with five uncertainties
• A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards' equation
• Robust guarantees for learning an autoregressive filter
• Stochastic receding horizon control with output feedback and bounded controls
• Identification of Wiener state-space models utilizing Gaussian sum smoothing
• Extended Kalman filtering for fuzzy modelling and multi-sensor fusion
• Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
• Recursive linear estimation for general discrete-time descriptor systems
• Consensus optimization approach for distributed Kalman filtering: performance recovery of centralized filtering
• Self-tuning weighted measurement fusion Kalman filtering algorithm
• State and fault estimation for T-S fuzzy nonlinear systems using an ensemble UKF
• Self-tuning full-order WMF Kalman filter for multisensor descriptor systems
• Prediction accuracy in multivariate repeated-measures Bayesian forecasting models with examples drawn from research on sleep and circadian rhythms
• Modeling, estimation and optimal filtering in signal processing.
• Optimal Estimation of Dynamic Systems
• Extended Kalman and particle filtering for sensor fusion in motion control of mobile robots
• Robust sequential fusion Kalman estimators with asymptotic equivalence and stability for networked uncertain sensor systems
• A self-tuning weighted measurement fusion Kalman filter and its convergence
• Optimal Estimation
• Hybrid inter- and intra-wavelet scale image restoration.
• Kalman–Bucy filter-based tracking controller design and experimental validations for a quadcopter with parametric uncertainties and disturbances
• The pointer basis and the feedback stabilization of quantum systems
• Data-driven output prediction and control of stochastic systems: an innovation-based approach
• Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances
• scientific article; zbMATH DE number 2109199 (Why is no real title available?)
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• Classification, Parameter Estimation and State Estimation
• Statistical estimation from an optimization viewpoint

Describes a project that uses

Uses Software

• Matlab

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