Linear dynamic filtering with noisy input and output
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Publication:705457
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Cites work
- Algorithms for optimal errors-in-variables filtering.
- Deterministic Kalman filtering in a behavioral framework
- Fault Detection and Isolation with Robust Principal Component Analysis
- Global total least squares modeling of multivariable time series
- Kalman filtering in extended noise environments
- Misfit versus latency
- Optimal errors-in-variables filtering
Cited in
(22)- scientific article; zbMATH DE number 1748560 (Why is no real title available?)
- Simultaneous input \& state estimation, singular filtering and stability
- scientific article; zbMATH DE number 2048376 (Why is no real title available?)
- scientific article; zbMATH DE number 3852266 (Why is no real title available?)
- An algorithm for model-based denoising of input-output data
- Design of near-optimal linear digital tracking filters with colored input
- Linear Kalman-Bucy filter with vector autoregressive signal and noise
- Filtering for linear systems with shifted noises
- Inverse Kalman filtering problems for discrete-time systems
- Treatment of noisily observed forcing in state estimation
- Pseudo-state approach to observer based optimal discrete-time estimation
- Model selection approaches for non-linear system identification: a review
- Smoothed estimation of unknown inputs and states in dynamic systems with application to oceanic flow field reconstruction
- Data-driven simulation and control
- A limit Kalman filter and smoother for systems with unknown inputs
- Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
- Data-Driven Structured Noise Filtering via Common Dynamics Estimation
- Kalman estimation with Brownian disturbances
- Deterministic least squares filtering.
- Data-driven dynamic interpolation and approximation
- Linear Kalman-Bucy filter with autoregressive signal and noise
- A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems
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