Adaptive and robust experimental design for linear dynamical models using Kalman filter

Cites Work

Algorithm 733: TOMP–Fortran modules for optimal control calculations
Julia: a fresh approach to numerical computing
Title not available (Why is that?)
Bayesian experimental design: A review
Optimum Allocation in Linear Regression Theory
Optimum experimental designs, with SAS
Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
Mixture Kalman Filters
Evaluating Derivatives
A unified approach to the construction of minimax designs
Dynamic system identification. Experiment design and data analysis
Frequency domain system identification with missing data
Optimal design for nonlinear response models
From experiment design to closed-loop control
Adaptive Designs for Optimal Observed Fisher Information
Design of experiments in nonlinear models. Asymptotic normality, optimality criteria and small-sample properties
Numerical methods for optimal control problems in design of robust optimal experiments for nonlinear dynamic processes
Bayesian filtering and smoothing
Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise
Aspects of Optimal Design in Dynamic Systems
On computing the expected Fisher information matrix for state-space model parameters
mODa 8 -- advances in model-oriented design and analysis. Proceedings of the 8th international workshop in model-oriented design and analysis held in Almagro, Spain, June 4--8, 2007
A Review of Modern Computational Algorithms for Bayesian Optimal Design
Optimal designs for steady-state Kalman filters
A Kalman particle filter for online parameter estimation with applications to affine models
Applied stochastic differential equations

Cited In (2)

Testing omitted variables in VARs
Replication in random translation designs

This page was built for publication: Adaptive and robust experimental design for linear dynamical models using Kalman filter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6080697)