scientific article; zbMATH DE number 1748552

MaRDI QIDQ4530433zbMATH OpenFDO

Authors Ali H. Sayed, Ananth Subramanian

Publication date 23 October 2002

zbMATH Keywords

adaptive filterKalman filterleast-squaresparametric uncertaintyregularizationrobust filter

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) Filtering in stochastic control theory (93E11)

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Cited in

(4)

• A uniqueness result concerning a robust regularized least-squares solution
• Mode separability-based state estimation for uncertain constrained dynamic systems
• A framework for state-space estimation with uncertain models
• Multiple linear regression model with stochastic design variables

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