Stochastic models, estimation, and control. Vol. 2,3
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(only showing first 100 items - show all)- Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise
- Discrete-time stochastic systems. Estimation and control.
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- Estimates for weighted eigenvalues of a fourth-order elliptic operator with variable coefficients
- Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots
- Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions
- Hybrid estimation algorithms. II
- The LQG Game Against Nature
- Efficient computation of optimal open-loop controls for stochastic systems
- Quantitative verification of numerical stability for Kalman filters
- Projection methods for reduced-order models of compressible flows.
- On second-order filter performance
- A parametric programming approach to moving-horizon state estimation
- Use of approximate discrete-time models in filtering and regulation of continuous-time processes
- Image processing for UAV autonomous navigation applying self-configuring neural network
- State estimation of continuous-time radial basis function networks
- Expectation propagation for continuous time stochastic processes
- Computing high dimensional multiple integrals involving matrix exponentials
- On the nice behaviour of the Gaussian projection filter with small observation noise
- Ship tracking based on underwater electric potential
- Visual tracking with automatic motion model switching
- Quantitative verification of Kalman filters
- Online learning for the Dirichlet process mixture model via weakly conjugate approximation
- The explicit form of expectation propagation for a simple statistical model
- State and parameter estimation in stochastic dynamical models
- Optimal projection filters with information geometry
- Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance
- Multiple model methods in path following. II.
- Error estimation in coupled multi-physics models
- Probabilistic Model Checking for Continuous-Time Markov Chains via Sequential Bayesian Inference
- Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems
- Optimal robust fault detection of discrete‐time LPV systems with measurement error‐affected scheduling variables combining ZKF and pQP
- Smoothing and parameter estimation by soft-adherence to governing equations
- RLS fixed-lag smoother using covariance information in linear continuous stochastic systems
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
- New results on the Gaussian projection filter with small observation noise
- scientific article; zbMATH DE number 4091389 (Why is no real title available?)
- Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’
- Stability analysis of controlled, partially-connected, distributed-parameter systems through perturbation methods
- On robust interval observer design for uncertain systems subject to both time-invariant and time-varying uncertainties
- Input Constraints Handling in an MPC/Feedback Linearization Scheme
- Careful feedback active noise and vibration control algorithm robust to large secondary path changes
- Boolean Kalman filter and smoother under model uncertainty
- Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems
- Adaptive Gaussian filters for nonlinear state estimation with one-step randomly delayed measurements
- Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
- Stochastic filtering methods in electronic trading
- Characterisation of interval-observer fault detection and isolation properties using the set-invariance approach
- Parallel square-root statistical linear regression for inference in nonlinear state space models
- The application of matrix differential calculus for the derivation of simplified expressions in approximate nonlinear filtering algorithms
- Dynamics of a stochastically perturbed two-body problem
- scientific article; zbMATH DE number 4066707 (Why is no real title available?)
- Real-time Bayesian parameter estimation for item response models
- An introduction to stochastic unit-root processes
- A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids
- Tracking of manoeuvring visual targets
- Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling
- Nonlinear filtering for a dust-perturbed two-body model
- Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors
- A state-of-the-art survey on noise removal in a non-stationary signal using adaptive finite impulse response filtering: challenges, techniques, and applications
- Operator inference driven data assimilation for high fidelity neutron transport
- Kalman filter with impulse noised outliers: a robust sequential algorithm to filter data with a large number of outliers
- A critical comparison on attitude estimation: from Gaussian approximate filters to coordinate-free dual optimal control
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
- Robust state and fault estimation for non-linear stochastic systems with unknown disturbances: a multi-step delayed solution
- Expectation propagation for likelihood-free inference
- An algebraic approach to the time-optimal output regulator†
- Filter sensitivity in exoatmospheric target vehicle tracking
- A derivative-free implementation of the extended Kalman filter
- scientific article; zbMATH DE number 4089457 (Why is no real title available?)
- Estimation of classical parameters via continuous probing of complementary quantum observables
- Sequential calibration of options
- Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
- LQG online learning
- Applying the EKF to stochastic differential equations with level effects
- Inequalities for eigenvalues of a system of higher-order differential equations
- Image fusion for tracking manoeuvring targets
- Stochastic optimal control of unknown linear networked control system in the presence of random delays and packet losses
- Adaptive fading Kalman filter with an application
- scientific article; zbMATH DE number 4135776 (Why is no real title available?)
- A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters
- Continuum covariance propagation for understanding variance loss in advective systems
- Propagation of large uncertainty sets in orbital dynamics by automatic domain splitting
- Adaptive controller based on the affine equivalent model with disturbance rejection for discrete-time switched systems
- The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
- New developments in state estimation for nonlinear systems
- Modelling changing lag patterns in Dutch construction
- Relations between entropy rate, entropy production and information geometry in linear stochastic systems
- LQG control for networked control systems over packet drop links without packet acknowledgment
- Eigenvalue estimates for quadratic polynomial operator of the Laplacian
- The problem of LQG optimal control via a limited capacity communication channel
- A novel fusion scheme for vision aided inertial navigation of aerial vehicles
- Hawkes process modelling for chemical reaction networks in a random environment
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference
- Design and flight testing of a digital optimal control general aviation autopilot
- Nonlinear data observability and information
- Online data processing: comparison of Bayesian regularized particle filters
- Review and new theoretical perspectives on active disturbance rejection control for uncertain finite-dimensional and infinite-dimensional systems
- On the set of obtainable reference trajectories using minimum variance control
- Comparative Study on State Estimation in Elastic Joints
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