Linear dynamic filtering with noisy input and output
DOI10.1016/J.AUTOMATICA.2004.08.014zbMATH Open1066.93056OpenAlexW2009482743MaRDI QIDQ705457FDOQ705457
Publication date: 31 January 2005
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/263299/1/eivkf_published.pdf
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Cites Work
- Optimal errors-in-variables filtering
- Deterministic Kalman filtering in a behavioral framework
- Global total least squares modeling of multivariable time series
- Algorithms for optimal errors-in-variables filtering.
- Fault Detection and Isolation with Robust Principal Component Analysis
- Kalman filtering in extended noise environments
- Misfit versus latency
Cited In (19)
- An algorithm for model-based denoising of input-output data
- Data-driven dynamic interpolation and approximation
- Title not available (Why is that?)
- Filtering for linear systems with shifted noises
- Data-Driven Structured Noise Filtering via Common Dynamics Estimation
- Title not available (Why is that?)
- Model selection approaches for non-linear system identification: a review
- A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems
- Title not available (Why is that?)
- Deterministic least squares filtering.
- Linear Kalman-Bucy filter with vector autoregressive signal and noise
- Pseudo-state approach to observer based optimal discrete-time estimation
- Linear Kalman-Bucy filter with autoregressive signal and noise
- Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
- Data-driven simulation and control
- Kalman estimation with Brownian disturbances
- A limit Kalman filter and smoother for systems with unknown inputs
- Design of near-optimal linear digital tracking filters with colored input
- Treatment of noisily observed forcing in state estimation
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