scientific article; zbMATH DE number 790603
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Publication:4846571
zbMATH Open0837.93070MaRDI QIDQ4846571FDOQ4846571
Authors: Andrzej Dzieliński
Publication date: 14 May 1996
Full work available at URL: https://eudml.org/doc/28648
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Recommendations
Filtering in stochastic control theory (93E11) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)
Cites Work
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Cited In (14)
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- Optimal asynchronous estimation of 2D Gaussian-Markov processes
- New results in strip Kalman filtering
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- Sequential filtering for multi-frame visual reconstruction
- Optimal filtering algorithm for stochastic 2-D FMM II with multiplicative noise
- A stochastic subspace system identification algorithm for state-space systems in the general 2-D Roesser model form
- A generalized Kalman filter for 2D discrete systems
- Self-tuning filters and predictors for two-dimensional systems Part 2: Smoothing applications
- Optimal estimation in two-dimensional discrete systems
- Optimal reconstruction systems for erasures and for the \(q\)-potential
- On the optimality of a new class of 2D recursive filters.
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