Partitioned estimation algorithms. II: Linear estimation
From MaRDI portal
Publication:1215374
DOI10.1016/0020-0255(74)90020-6zbMath0301.62051OpenAlexW2058433513MaRDI QIDQ1215374
Publication date: 1974
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0020-0255(74)90020-6
Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items
Scattering theory and linear state-space estimation ⋮ Partitioning filters ⋮ Discrete Riccati-equation solutions: generalized partitioned algorithms ⋮ Periodic solutions of Riccati equations applied to multirate sampling ⋮ A survey of recursive algorithms for the solution of the discrete time Riccati Equation ⋮ Partitioned estimation algorithms. I: Nonlinear estimation ⋮ A unified approach to smoothing formulas ⋮ Scattering theory and linear least squares estimation. II: Discrete-time problems ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ Some alternatives in recursive estimation† ⋮ Scattering theory and the discrete linear optimal control problem ⋮ Estimation problems in an input-and-output system ⋮ Estimation: A brief survey ⋮ Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state ⋮ A group-theoretical approach to optimal estimation and control
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Partitioned estimation algorithms. I: Nonlinear estimation
- A solution of the smoothing problem for linear dynamic systems
- Optimization of stochastic systems. Topics in discrete-time systems
- Stochastic processes and filtering theory
- On the stochastic approximation method and optimal fittering theory
- On optimal linear smoothing theory
- Frequency-Domain Synthesis of Optimal Inputs for Linear System Parameter Estimation
- Some new algorithms for recursive estimation in constant linear systems
- Orthogonal Projection and Discrete Optimal Linear Smoothing
- Optimal filtering for Gauss—Markov noise
- Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations
- On Optimal Fixed Point Linear Smoothing
- Sequential structure and parameter-adaptive pattern recognition--I: Supervised learning
- Optimal non-linear estimation†
- Joint detection, estimation and system identification
- A simplified method for solving the matrix Riccati equation†
- Optimal linear smoothing : Continuous data case