Explicit solution to the singular discrete-time stationary linear filtering problem
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Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Eigenvalues, singular values, and eigenvectors (15A18) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)
- Explicit solutions to the singular discrete finite-time linear estimation problem
- Explicit solution to the unstable stationary filtering problem
- Solution of the H/sub infinity / optimal linear filtering problem for discrete-time systems
- Filter problems of linear singular systems
- Suboptimal filtering for a singular discrete-time stochastic linear system
- Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
- Filtering and LQG problems for discrete-time stochastic singular systems
- Linear filtering of stationary discrete-time processes
- Optimal filtering and smoothing for discrete-time stochastic singular systems
- A new filtering method for linear singularly perturbed systems
- Extended discrete-time LTR synthesis of delayed control systems
- A closed-form solution to the discrete-time Kalman filter and its applications
- Filter problems of linear singular systems
- Simultaneous input \& state estimation, singular filtering and stability
- A unified solution to the singular and nonsingular linear minimum-variance estimation problem
- A simple solution to the singular linear minimum-variance estimation problem
- Reduced order controller design for discrete time systems
- Singular filtering problems
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- Robust digital control of a high-performance engine
- Optimal filtering of discrete-time linear stationary processes under high signal-to-noise ratio conditions
- Explicit solution to the unstable stationary filtering problem
- Regions of pole location of the discrete stationary Kalman filter
- A limit Kalman filter and smoother for systems with unknown inputs
- Decoupling properties of singular LQ regulation problem
- Kalman estimation with Brownian disturbances
- Extended limiting forms of optimum observers and LQG regulators
- A geometric approach to the singular filtering problem
- Nearly singular filtering for uniform and non-uniform rank linear continuous systems
- Discrete-time LQG/LTR technique for systems with time delays
- Sensitivity properties of a class of discrete-time LQG controllers with computation delays
- Explicit solution for a class of discrete-time algebraic Riccati equations
- scientific article; zbMATH DE number 4001999 (Why is no real title available?)
- Explicit solutions to the singular discrete finite-time linear estimation problem
- Kalman type filter under stationary noises
- Discrete-time loop transfer recovery for systems with nonminimum phase zeros and time delays
- Lanczos-based exponential filtering for discrete ill-posed problems
- Limiting performance of optimal linear discrete filters
- Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
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