scientific article; zbMATH DE number 1208114

MaRDI QIDQ4212946zbMATH OpenFDO

Authors

Publication date 15 December 1998

Full work available at URL https://eudml.org/doc/28043, http://www.kybernetika.cz/content/1997/4/409

zbMATH Keywords

minimum mean squarenonlinear filter

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Filtering in stochastic control theory (93E11)

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Cites work

• A model of a non-Markovian stochastic process and its application to the estimation problem
• Conditionally optimal estimation in stochastic differential systems
• Estimation of variables and parameters in discrete-time nonlinear systems
• Filtering in discrete-time systems with state and observation noises correlated on a finite time interval
• scientific article; zbMATH DE number 3846530 (Why is no real title available?)
• scientific article; zbMATH DE number 4089457 (Why is no real title available?)
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 3518658 (Why is no real title available?)
• scientific article; zbMATH DE number 1208130 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Nonlinear Bayesian estimation using Gaussian sum approximations
• On consistency for the method of least squares using martingale theory
• On the uniqueness of local minima for general abstract nonlinear least-squares problems
• Optimal adaptive smoothing in correlated noise conditions
• Optimal filtering for correlated noises and singular correlation matrices
• PDE2D
• Regression and the Moore-Penrose pseudoinverse
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Robust identification
• Robust Statistics
• Solution of ill-posed problem of optimal linear filtering with correlated noise
• Stochastic processes and filtering theory

Cited in

(4)

• scientific article; zbMATH DE number 4008251 (Why is no real title available?)
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• Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model
• Optimal estimation via nonanticipative rate distortion function and applications to time-varying Gauss-Markov processes

Describes a project that uses

Uses Software

• PDE2D

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