Kalman filtering and forecasting algorithms with use of nonparametric functional estimators

DOI10.1007/978-3-319-41582-6_6MaRDI QIDQ5280079zbMATH OpenOpenAlexFDO

Authors Valery Smagin, Gennady M. Koshkin

Publication date 20 July 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41582-6_6

zbMATH Keywords

nonparametric estimatorunknown disturbancesKalman filtering and forecasting

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• Cross-validation in nonparametric regression with outliers
• Fault diagnosis and fault-tolerant control strategies for non-linear systems. Analytical and soft computing approaches
• Full-order observers for linear systems with unknown inputs
• Non-parametric state space models
• Optimal filtering for systems with unknown inputs
• Recurrent nonparametric estimation of functions from functionals of multidimensional density and their derivatives
• State estimation of linear dynamic system with unknown input and uncertain observation using dynamic programming
• System identification. A survey
• Unbiased minimum-variance input and state estimation for linear discrete-time systems
• Unbiased minimum-variance linear state estimation

Cited in

(5)

• scientific article; zbMATH DE number 2015374 (Why is no real title available?)
• Mean-square estimation of nonlinear functionals via Kalman filtering
• A note on Kalman Filter
• Conditional forecasts on SVAR models using the Kalman filter
• A Kalman filter algorithm using a moving window with applications

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