Kalman Filtering
From MaRDI portal
Publication:5893979
DOI10.1007/978-3-540-87849-0zbMath1206.93110OpenAlexW4214559482MaRDI QIDQ5893979
Charles K. Chui, Guan-Rong Chen
Publication date: 2 December 2010
Full work available at URL: https://doi.org/10.1007/978-3-540-87849-0
system identificationKalman filteringreal-time applicationswavelet Kalman filteringcorrelated systemdecoupling filtering equationsmeasurement noise processes
Filtering in stochastic control theory (93E11) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to potential theory (31-01)
Related Items (24)
A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies ⋮ Unnamed Item ⋮ Gain-constrained extended Kalman filtering with stochastic nonlinearities and randomly occurring measurement delays ⋮ Locomotive wheel slip detection based on multi-rate state identification of motor load torque ⋮ Cointegrated continuous-time linear state-space and MCARMA models ⋮ Probabilistic forecasts of solar irradiance using stochastic differential equations ⋮ POOT: an efficient object tracking strategy based on short-term optimistic predictions for face-structured sensor networks ⋮ Globally optimal distributed time-varying weight information filter of mobile sensor network ⋮ Optimal filtering for systems with finite-step autocorrelated process noises, random one-step sensor delay and missing measurements ⋮ Robust sequential fusion Kalman estimators with asymptotic equivalence and stability for networked uncertain sensor systems ⋮ Recasting brain-machine interface design from a physical control system perspective ⋮ Linear generalized Kalman-Bucy filters ⋮ Distributed Kalman filtering for time-varying discrete sequential systems ⋮ Stochastic Filtering Methods in Electronic Trading ⋮ A reduced basis Kalman filter for parametrized partial differential equations ⋮ A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models ⋮ Estimation fusion for networked systems with multiple asynchronous sensors and stochastic packet dropouts ⋮ Real‐time Kalman filtering based on distributed measurements ⋮ \(q\)-state space least mean family of algorithms ⋮ On Prediction and Control of Discrete-Time First-Order Linear Stochastic Systems with Prospective Strong Intervention ⋮ On Constrained MMVC of Discrete-Time First-Order Linear Stochastic Systems with PSI I: The Critically Stable Case ⋮ Linear Kalman-Bucy filter with vector autoregressive signal and noise ⋮ Flow state estimation in the presence of discretization errors ⋮ Adaptive fractional-order Kalman filters for continuous-time nonlinear fractional-order systems with unknown parameters and fractional-orders
This page was built for publication: Kalman Filtering