Some new algorithms for recursive estimation in constant linear systems
From MaRDI portal
Publication:4110895
DOI10.1109/TIT.1973.1055104zbMath0342.93053MaRDI QIDQ4110895
Publication date: 1973
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
94A05: Communication theory
Related Items
A survey of recursive algorithms for the solution of the discrete time Riccati Equation, Square-root RTS smoothing algorithms, Sugisaka-Ueno-Chandrasekhar algorithm for digital communication and estimation, Sugisaka-Ueno-Chandrasekhar algorithm for digital communication and estimation, New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices, Cauchy system for Fredholm resolvents with composite displacement kernels, Displacement ranks of matrices and linear equations, The Kalman-Bucy method of optimal filtering and its generalizations, Partitioning filters, Fast algorithm of Chandrasekhar type for ARMA model identification, Partitioned estimation algorithms. I: Nonlinear estimation, Partitioned estimation algorithms. II: Linear estimation, On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering, A unified approach to smoothing formulas, Scattering theory and linear least squares estimation. II: Discrete-time problems, A rapprochement of the theories of radiative transfer and linear stochastic estimation, A unifying framework for linear estimation: Generalized partitioned algorithms, Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering, On the algebraic classification of Fredholm integral operators, Boundary and initial-value methods for solving Fredholm equations with semidegenerate kernels, Imbedding methods for integral equations with applications, A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models, A new reduced-order adaptive filter for state estimation in high-dimensional systems, Continuous-time Chandrasekhar smoothers in detection and tracking, Displacement ranks of a matrix, Some alternatives in recursive estimation†, Systolic array implementation of the square-root Chandrasekhar filter, Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case†
