Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications
From MaRDI portal
Publication:4618320
Cited in
(16)- Trial-and-error or avoiding a guess? Initialization of the Kalman filter
- A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
- Tuning-free filtering for stochastic systems with unmodeled measurement dynamics
- A new heavy-tailed robust Kalman filter with time-varying process bias
- Continuous‐time optimal unbiased FIR filter for input‐delayed systems
- Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities
- A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters
- Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- Bayesian state estimation on finite horizons: the case of linear state-space model
- Uncertain disturbed systems: robust \(H_2\)-OUFIR filtering under measurement errors
- A robust global approach for LPV FIR model identification with time-varying time delays
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
- The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise
- Unified forms for Kalman and finite impulse response filtering and smoothing
This page was built for publication: Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4618320)
