Linear estimation in Krein spaces. I. Theory
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Publication:4875950
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Cited in
(42)- Event‐triggered fault estimation for discrete time‐varying systems subject to sector‐bounded nonlinearity: A Krein space based approach
- An algorithm for solving the indefinite least squares problem with equality constraints
- A note on the hyperbolic singular value decomposition
- Backward stability analysis of weighted linear least-squares problems
- Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters
- A contribution to the conditioning theory of the indefinite least squares problems
- Robust detection and estimation in dynamic systems and statistical signal processing: intersections, parallel paths and applications
- USSOR method for solving the indefinite least squares problem
- State estimation of discrete-time systems with arbitrarily correlated noises
- \(H_\infty\) deconvolution filter design for uncertain linear discrete time-variant systems: a Krein space approach
- On mixed and componentwise condition numbers for indefinite least squares problem
- Distributed fault detection and isolation for uncertain linear discrete time-varying heterogeneous multi-agent systems
- GuaranteedH? robustness bounds for Wiener filtering and prediction
- Indefinite least-squares problems and pseudo-regularity
- Stochastic Wiener filter in the white noise space
- Estimation and control with bounded data uncertainties
- A geometrical approach to indefinite least squares problems
- From model-based to data-driven filter design
- Direct data-driven filter design for uncertain LTI systems with bounded noise
- Data-driven replay attack detection for unknown cyber-physical systems
- Convergence analysis of a family of robust Kalman filters based on the contraction principle
- Fault estimation for discrete time‐variant systems subject to actuator and sensor saturations
- Krein-space based robust \(H_\infty\) fault estimation for two-dimensional uncertain linear discrete time-varying systems
- Mean square estimation and projections
- A separation theorem for stochastic singular linear quadratic control problem with partial information
- Robust fusion filtering for multisensor time-varying uncertain systems: the finite horizon case
- Matrix representations of multivalued projections and least squares problems
- Discrete \(J-\)spectral factorization.
- On \(H_{\infty}\) fault estimator design for linear discrete time-varying systems under unreliable communication link
- Regularization of an indefinite abstract interpolation problem with a quadratic constraint
- scientific article; zbMATH DE number 4021358 (Why is no real title available?)
- Operator least squares problems and Moore-Penrose inverses in Krein spaces
- On the condition number theory of the equality constrained indefinite least squares problem
- Linearised Estimate of the Backward Error for Equality Constrained Indefinite Least Squares Problems
- Optimal estimator design for LTI systems with bounded noises, disturbances, and nonlinearities
- Backward error and condition number analysis for the indefinite linear least squares problem
- A contraction analysis of the convergence of risk-sensitive filters
- The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control
- Preconditioned conjugate gradient methods for the solution of indefinite least squares problems
- An energy-gain bounding approach to robust fuzzy identification
- Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors.
- On the partial condition numbers for the indefinite least squares problem
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