A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
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Publication:4050465
Cited in
(19)- Matrix factorization and Chandrasekhar equations techniques in the design of linear quadratic optimal control systems
- Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering
- Stochastic realizations of a discrete-time non-stationary Process
- A utilization of properties of the discrete-time Riccati equation in stochastic realization theory
- Exact maximum likelihood estimation of structured or unit root multivariate time series models
- Partitioned estimation algorithms. I: Nonlinear estimation
- Partitioning filters
- On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation
- On the Phase Portrait of the Fast Filtering Algorithms
- Some alternatives in recursive estimation†
- A group-theoretical approach to optimal estimation and control
- Factorization methods for linear quadratic optimal control
- A new reduced-order adaptive filter for state estimation in high-dimensional systems
- Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case†
- On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering
- Supplement to 'A survey of data smoothing'
- Chandrasekhar algorithms for linear time varying distributed systems
- A POD projection method for large-scale algebraic Riccati equations
- scientific article; zbMATH DE number 3688432 (Why is no real title available?)
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