Shunyi Zhao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Tuning-free filtering for stochastic systems with unmodeled measurement dynamics	2024-02-13	Paper
Confidence set-membership FIR filter for discrete time-variant systems	2023-09-15	Paper
Adaptive risk-sensitive filter for Markovian jump linear systems	2023-06-30	Paper
Optimal and Robust State Estimation	2022-09-21	Paper
Unbiased Finite Impluse Response Filtering: An Iterative Alternative to Kalman Filtering Ignoring Noise and Initial Conditions	2022-01-10	Paper
Frequency-Efficient Receding Horizon $H_\infty $ FIR Filtering in Discrete-Time State-Space	2021-08-26	Paper
Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm	2021-07-22	Paper
Distributed data‐driven observer for linear time invariant systems	2021-07-22	Paper
State estimation for jump Markov nonlinear systems of unknown measurement data covariance	2021-02-25	Paper
Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution	2021-02-04	Paper
Unbiased FIR Filtering for Time-Stamped Discretely Delayed and Missing Data	2020-10-07	Paper
Trial-and-error or avoiding a guess? Initialization of the Kalman filter	2020-10-05	Paper
Identification of jump Markov autoregressive exogenous systems with missing measurements	2020-05-19	Paper
Robust filter design for asymmetric measurement noise using variational Bayesian inference	2020-03-24	Paper
Multiple-Model State Estimation Based on Variational Bayesian Inference	2019-07-18	Paper
Optimal state estimation for discrete-time Markov jump systems with missing observations	2019-02-14	Paper
Comparing Robustness of the Kalman, <inline-formula> <tex-math notation="LaTeX">$H_\infty$</tex-math> </inline-formula>, and UFIR Filters	2019-02-12	Paper
Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications	2019-02-07	Paper
Distributed Student's t filtering algorithm for heavy‐tailed noises	2018-10-09	Paper
Iterative Residual Generator for Fault Detection With Linear Time-Invariant State–Space Models	2018-06-27	Paper
Identification of time‐delay Markov jump autoregressive exogenous systems with expectation‐maximization algorithm	2018-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q3131267	2018-01-29	Paper
Bayesian state estimation on finite horizons: the case of linear state-space model	2017-11-22	Paper
Minimum variance unbiased FIR filter for discrete time-variant systems	2017-10-11	Paper
Fast bias‐constrained optimal FIR filtering for time‐invariant state space models	2017-10-02	Paper
H_∞Control for Discrete-Time Markov Jump Systems With Uncertain Transition Probabilities	2017-09-08	Paper
Linear Optimal Unbiased Filter for Time-Variant Systems Without Apriori Information on Initial Conditions	2017-06-08	Paper
Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach	2016-05-19	Paper
H_∞ filtering for discrete‐time Markov jump systems with unknown transition probabilities	2016-02-08	Paper
An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters	2014-11-24	Paper
State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities	2014-10-13	Paper
Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities	2014-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q2858452	2013-11-19	Paper
Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation	2013-03-06	Paper

Research outcomes over time

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