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

Kalman filtersleast-squares estimationmaximum a posteriori estimationmaximum likelihood estimationoptimal estimationWiener filtering

Mathematics Subject Classification ID

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

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Cited in

(30)

• Statistical estimation from an optimization viewpoint
• Hybrid inter- and intra-wavelet scale image restoration.
• A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards' equation
• Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
• Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances
• Consensus optimization approach for distributed Kalman filtering: performance recovery of centralized filtering
• Prediction accuracy in multivariate repeated-measures Bayesian forecasting models with examples drawn from research on sleep and circadian rhythms
• Optimal Estimation
• A self-tuning weighted measurement fusion Kalman filter and its convergence
• The pointer basis and the feedback stabilization of quantum systems
• Modeling, estimation and optimal filtering in signal processing.
• Extended Kalman filtering for fuzzy modelling and multi-sensor fusion
• Self-tuning weighted measurement fusion Kalman filtering algorithm
• Stochastic receding horizon control with output feedback and bounded controls
• Classification, Parameter Estimation and State Estimation
• Optimal Estimation of Dynamic Systems
• scientific article; zbMATH DE number 2109199 (Why is no real title available?)
• scientific article; zbMATH DE number 804575 (Why is no real title available?)
• scientific article; zbMATH DE number 821283 (Why is no real title available?)
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• State and fault estimation for T-S fuzzy nonlinear systems using an ensemble UKF
• Kalman–Bucy filter-based tracking controller design and experimental validations for a quadcopter with parametric uncertainties and disturbances
• Robust integrated sequential covariance intersection fusion Kalman filters and their convergence and stability for networked sensor systems with five uncertainties
• Robust sequential fusion Kalman estimators with asymptotic equivalence and stability for networked uncertain sensor systems
• Extended Kalman and particle filtering for sensor fusion in motion control of mobile robots
• Identification of Wiener state-space models utilizing Gaussian sum smoothing
• Data-driven output prediction and control of stochastic systems: an innovation-based approach
• Self-tuning full-order WMF Kalman filter for multisensor descriptor systems
• Robust guarantees for learning an autoregressive filter
• Recursive linear estimation for general discrete-time descriptor systems

Describes a project that uses

Uses Software

• Matlab

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