Optimal asynchronous estimation of 2D Gaussian-Markov processes

DOI10.1080/00207721.2011.604737MaRDI QIDQ5497426zbMATH OpenOpenAlexFDO

Authors Zdzisław Kowalczuk, Mariusz Domżalski

Publication date 4 February 2015

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721.2011.604737

zbMATH Keywords

estimation and detectionfilteringGaussian processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Recommendations

• Asynchronous distributed state estimation for continuous-time stochastic processes
• scientific article; zbMATH DE number 3909450
• Optimal estimation in two-dimensional discrete systems
• scientific article; zbMATH DE number 790603
• Asynchronous distributed state estimation based on a continuous-time stochastic model

Cites work

• Adaptive fading Kalman filter with an application
• Bayesian identification of stochastic linear systems with observations at multiple scales
• Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter
• Some explicit formulas for the matrix exponential
• The modeling and estimation of asynchronous multirate multisensor dynamic systems

Cited in

(7)

• The fractional Kalman filter-based asynchronous multirate sensor information fusion
• Optimal Kullback-Leibler approximation of Markov chains via nuclear norm regularisation
• On convergence of the unscented Kalman-Bucy filter using contraction theory
• Particle filter for state estimation of jump Markov nonlinear system with application to multi-targets tracking
• Asynchronous distributed state estimation for continuous-time stochastic processes
• \(H_{\infty}\) approach to virtual actuators design
• Mean square exponential stabilisation for directional 2D Roesser hidden Markov model

This page was built for publication: Optimal asynchronous estimation of 2D Gaussian-Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5497426)