New results in linear filtering and prediction theory
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Publication:6607437
DOI10.1115/1.3658902zbMATH Open1545.93641MaRDI QIDQ6607437FDOQ6607437
Authors: R. E. Kalman, R. S. Bucy 
Publication date: 18 September 2024
Published in: Journal of Basic Enginering (Search for Journal in Brave)
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Cited In (41)
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- Learning-based vehicle state estimation using Gaussian process regression combined with extended Kalman filter
- A practical polynomial chaos Kalman filter implementation using nonlinear error projection on a reduced polynomial chaos expansion
- Volatility estimation of hidden Markov processes and adaptive filtration
- Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising
- Invariant Kalman filter for correlated wide band noises
- State estimation for linear discrete systems with unknown input using compensations
- Multivariate feedback particle filter rederived from the splitting-up scheme
- Asymptotic behavior of the forecast-assimilation process with unstable dynamics
- A non-Gaussian Bayesian filter using power and generalized logarithmic moments
- Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation
- An enhanced adaptive Kalman filtering for linear systems with inaccurate noise statistics
- Nonlinear Bayesian filtering via holonomic gradient method with quasi moment generating function
- On bias and its reduction via standardization in discretized electromagnetic source localization problems
- Time-varying feedback particle filter
- CGNSDE: conditional Gaussian neural stochastic differential equation for modeling complex systems and data assimilation
- Wearable data assimilation to estimate the circadian phase
- Kalman filtering and sequential Bayesian analysis
- Optimal control of LQ problem with anticipative partial observations
- Local well-posedness of the Mortensen observer
- Observer design for hybrid systems with linear maps and known jump times
- Stochastic filtering of reaction networks partially observed in time snapshots
- Viking: variational Bayesian variance tracking
- SDYN-GANs: adversarial learning methods for multistep generative models for general order stochastic dynamics
- An iterative augmented unscented Kalman particle filter for simultaneous state-parameter-input estimation for structural systems subjected to gamma-distribution noise
- Prediction of salinity concentration in Hichirippu-numa through long short-term memory using data assimilation
- Analysis of algorithms of numerical implementations for the Wonham filter under uncertainty in measurements noise covariance
- A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation
- Linear-quadratic mean-field game for stochastic systems with partial observation
- Covariance-modulated optimal transport and gradient flows
- Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function
- Convergence analysis of kernel learning FBSDE filter
- Model-based state estimation for Euler-Lagrange systems and rigid-body robot control
- Stability of linear set-membership filters with respect to initial conditions: an observation-information perspective
- Variational unscented Kalman filter on matrix Lie groups
- Finite-dimensional estimation algebra on arbitrary state dimension with nonmaximal rank: linear structure of Wong matrix
- Rational-quadratic kernel-based maximum correntropy Kalman filter for the non-Gaussian noises
- Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots
- Performance metric and analytical gain optimality for set-based robust fault detection
- Inverse Kalman filtering problems for discrete-time systems
- Conditional Gaussian nonlinear system: a fast preconditioner and a cheap surrogate model for complex nonlinear systems
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