scientific article; zbMATH DE number 3843628

zbMATH Open0531.93058MaRDI QIDQ3313745FDOQ3313745

Y. Yavin

Publication date: 1982

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filternonlinear stochastic systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Cited In (17)

• Linear state estimators for non-linear stochastic systems with noisy non-linear observations
• A maximum-likelihood Kalman filter for switching discrete-time linear systems
• Solution in the z-domain to the discrete-time stationary Kalman filtering problem for systems with perfect measurements
• Title not available (Why is that?)
• Kalman filtering for general discrete-time linear systems
• The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
• The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
• State estimation for band discrete stochastic nonlinear systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs
• SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
• The discretization filter: A simple way to estimate nonlinear state space models
• Stochastic Feedback Based Kalman Filter for Nonlinear Continuous-Discrete Systems
• A receding horizon Kalman FIR filter for discrete time-invariant systems
• Return-difference and spectral factorisation relationship for the discrete-time Kalman filter
• The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories

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