A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation
From MaRDI portal
Publication:463876
DOI10.1016/j.automatica.2014.02.001zbMath1298.93326OpenAlexW1969958935MaRDI QIDQ463876
Ramón A. Delgado, Graham C. Goodwin
Publication date: 17 October 2014
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1959.13/1053290
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
Related Items (3)
A variational Bayes moving horizon estimation adaptive filter with guaranteed stability ⋮ Moving horizon estimation for multirate systems with time-varying time-delays ⋮ MAP moving horizon estimation for threshold measurements with application to field monitoring
Cites Work
- Unnamed Item
- Unnamed Item
- Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes
- Non-asymptotic confidence ellipsoids for the least-squares estimate
- Stochastic processes and filtering theory
- On Divergences and Informations in Statistics and Information Theory
- Efficient Numerical Methods for Nonlinear MPC and Moving Horizon Estimation
- Abstract Dynamic Programming Models under Commutativity Conditions
- Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
- Finite sample properties of system identification methods
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- Constrained linear state estimation -- a moving horizon approach
This page was built for publication: A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation