scientific article; zbMATH DE number 3358330

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Stochastic linear quadratic regulation for discrete-time linear systems with input delay
Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
Digital stochastic control of distributed-parameter systems
Relationships between linear systems theory and covariance structure modeling
Fixed-point smoothing algorithm for discrete multiplicative systems
A Bayesian method of parameter identification and prediction of states of linear stationary dynamical systems
Axioms of causal relevance
A dual approach to a linear smoothing problem
The Kalman filter
The Kalman-Bucy method of optimal filtering and its generalizations
Discrete Riccati-equation solutions: generalized partitioned algorithms
Linear prediction, filtering, and smoothing: An information-theoretic approach
The relationship between a continuous-time identification algorithm based on the deterministic filter and least-squares methods
Recursive decision directed estimation of reflection coefficients for seismic data deconvolution
On the stability of fixed-lag smoothing algorithms
On state estimation for distributed parameter systems
Optimal observers for continuous time linear stochastic systems
Partitioned estimation algorithms. II: Linear estimation
Optimal control of a birth-and-death process population model
Stochastic equivalents of the linear and Lotka-Volterra systems of equations - a general birth-and-death process formulation
Smoothing algorithms for nonlinear distributed parameter systems
Initial- and lagging-state observers
A Kalman filter type of extension to a deterministic gradient technique for parameter estimation
Nonlinear smoothing: Approximate algorithms
A probabilistic likelihood approach to trajectory sensitivity
Discretization procedure for linear dynamical systems
Fuzzy collision avoidance system for ships
A nonlinear scheme for parameter estimation in linear systems
An innovation approach to \(H_{\infty}\) prediction for continuous-time systems with application to systems with delayed measurements
Linear estimation for discrete systems with uncertain observations: an application to the correction of declared incomes in inquiry
Kalman filtering on approximate state-space models
Bayesian estimation and the Kalman filter
Sequential square root filtering and smoothing of discrete linear systems
Recursive least squares fixed-lag Wiener smoothing using autoregressive signal models for linear discrete-time systems
Control of the angular motion of a semiactive bundle of bodies relying on the estimates of nonmeasurable coordinated obtained by Kalman filtering methods
Fully probabilistic control design
On computational efficiency of linear filtering algorithms
The fixed-lag smoother as a stable finite-dimensional linear system
Optimal stochastic control for discrete-time linear system with interrupted observations
The innovations approach to space-time filtering and smoothing
A survey of data smoothing for linear and nonlinear dynamic systems
Discrete-time fixed-lag smoothing algorithms
A stable fixed lag smoothing algorithm
Optimal adaptive control of linear systems with unknown measurement subsystems
Towards probabilistic synchronisation of local controllers
Smoothing algorithms for nonlinear finite-dimensional systems
Sobre la robustificacion interna del algoritmo de Plackett-Kalman para la estimacion recursiva del modelo de regresion lineal
Synchronization of uncertain constrained hyperchaotic systems and chaos-based secure communications via a novel decomposed nonlinear stochastic estimator
New approach to the pulse train de-interleaving problem
Partitioned estimators based on the perturbed Kalman filter equations
Developing practical filters for non-linear systems using a new approach
FIML estimation of dynamic econometric systems from inconsistent data
On the relationship between the Lagrange multiplier method and the two-filter smoother
Formulation and implementation of a practical algorithm for non-stationary adaptive state estimation
The Kalman filter: an introduction to the mathematics of linear least mean square recursive estimation
Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors
scientific article; zbMATH DE number 3983060 (Why is no real title available?)
Fixed-lag smoothing in the identification of time-varying systems with unknown dead time
Simple method for solving the constant gains of Kalman filters with single output
Robust real-time algorithms for identification of linear multivariable time-varying systems
Decentralized observer for interconnected systems
Control aspects of linear discrete time-varying systems
Identification of a distributed-parameter system with boundary noise
Fixed-interval smoothing for a linear distributed parameter system
Simplex-directed partitioned adaptive filters
A finite-time linear filter for discrete-time systems
Identification both of the unknown plant and noise parameters of the K aim an filter†
Multistage stochastic linear differential game with decision-time constraint
The Robustness ot the Fixed Point Smoothing Algorithm
A development of a decomposed estimation algorithm for large scale systems
On robust Kalman filtering
Generalized fixed-interval smoothers for discrete-time systems
Minimal-order optimal filters for discrete-time linear stochastic systems
On generalized control theory and its applications in optimal economic planning
scientific article; zbMATH DE number 3480462 (Why is no real title available?)
On the stochastic Rayleigh quotient estimation theory
The optimal design of a discrete-time controller for a single-input, single-output system with time delays
Optimal point-wise discrete control and controllers' allocation strategies for stochastic distributed systems
Duality of linear fixed-point smoothing and fixed-time control
A separation theorem for the stochastic sampled-data LQG problem
scientific article; zbMATH DE number 3540704 (Why is no real title available?)
A non-linear parameter identification approach with applications†
On the estimation of noise covariances in linear discrete-time systems
A suboptimal identification of noise covariances in discrete-time linear systems
Multistage estimation of bias states in linear systems†
Redundancy reduction in stochastic optimal control systems
A survey of recursive algorithms for the solution of the discrete time Riccati Equation
A stochastic optimal discrete implicit model-following control law
Adaptive estimation and stochastic control for uncertain models†
On the Origins of Imperfection and Apparent Non-rationality
Optimal computer control via communication channels with irregular transmission times
Explicit solutions to the linear optimal estimation problem of continuous time-invariant linear processes
QQ-plot approach to robust Kalman filtering
Longitudinal LISREL model estimation from incomplete panel data using the EM algorithm and the Kalman smoother
Active suspension of vehicle systems using fuzzy logic
Fusion Kalman filtration with \(k\)-step delay sharing pattern
Adaptive fuzzy sliding mode control for uncertain multi-input multi-output discrete-time systems using a set of noisy measurements
Adaptive discrete sliding mode control for mechanical systems with mismatched uncertainties
Modelling and optimal control of a production process
Design of control systems with random parameters†

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