scientific article; zbMATH DE number 755283

MaRDI QIDQ4698238zbMATH OpenFDO

Authors

Publication date 15 May 1995

zbMATH Keywords

Approximate Kalman filteringKalman filtering

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Filtering in stochastic control theory (93E11)

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(32)

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• Reduced-order Kalman filter with unknown inputs
• High-order filters for estimation in non-Gaussian noise
• Discrete constant-velocity-equivalent multirate models for target tracking
• Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
• Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
• Receding horizon least squares estimator with application to estimation of process and measurement noise covariances
• Non-Gaussian noise reduction in measurement signal processing
• Mean-square estimation of nonlinear functionals via Kalman filtering
• Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor
• Stabilized BFGS approximate Kalman filter
• Kalman filter data assimilation: targeting observations and parameter estimation
• Diffuse Restricted Kalman Filtering
• Application of Kalman filter with alpha-stable distribution
• Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
• scientific article; zbMATH DE number 3850186 (Why is no real title available?)
• Kalman filtering for second-order models
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• An Adaptive Extended Kalman Filter with Application to Compartment Models
• On probabilistic parametric inference
• Truncated Unscented Kalman Filtering
• scientific article; zbMATH DE number 874373 (Why is no real title available?)
• A quadratic Kalman filter
• Fourier-Hermite Kalman Filter
• A framework of finite-model Kalman filter with case study: MVDP-FMKF algorithm
• Kalman filter and quantization
• A distributed multirate IMM algorithm for multiplatform tracking
• A non-Gaussian Bayesian filter using power and generalized logarithmic moments
• An empirical analysis of consumption and current account in an intertemporal stochastic model
• Biases and accuracy of, and an alternative to, discrete nonlinear filters
• Elliptically contoured random variables and their application to the extension of the Kalman filter
• Employing the extended Kalman filter in measuring the output gap

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