Stochastic models, estimation, and control. Vol. 2,3
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Publication:798609
zbMATH Open0546.93063MaRDI QIDQ798609FDOQ798609
Authors: Peter S. Maybeck 
Publication date: 1982
Published in: Mathematics in Science and Engineering (Search for Journal in Brave)
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Dynamic programming (90C39) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Cited In (only showing first 100 items - show all)
- The explicit form of expectation propagation for a simple statistical model
- State and parameter estimation in stochastic dynamical models
- Probabilistic Model Checking for Continuous-Time Markov Chains via Sequential Bayesian Inference
- Error estimation in coupled multi-physics models
- Multiple model methods in path following. II.
- Title not available (Why is that?)
- Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems
- New results on the Gaussian projection filter with small observation noise
- RLS fixed-lag smoother using covariance information in linear continuous stochastic systems
- On robust interval observer design for uncertain systems subject to both time-invariant and time-varying uncertainties
- Stability analysis of controlled, partially-connected, distributed-parameter systems through perturbation methods
- Input Constraints Handling in an MPC/Feedback Linearization Scheme
- Dynamics of a stochastically perturbed two-body problem
- Title not available (Why is that?)
- An introduction to stochastic unit-root processes
- A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids
- Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors
- Nonlinear filtering for a dust-perturbed two-body model
- An algebraic approach to the time-optimal output regulator†
- Filter sensitivity in exoatmospheric target vehicle tracking
- Title not available (Why is that?)
- Estimation of classical parameters via continuous probing of complementary quantum observables
- Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
- A derivative-free implementation of the extended Kalman filter
- Sequential calibration of options
- Applying the EKF to stochastic differential equations with level effects
- Adaptive fading Kalman filter with an application
- Stochastic optimal control of unknown linear networked control system in the presence of random delays and packet losses
- Propagation of large uncertainty sets in orbital dynamics by automatic domain splitting
- New developments in state estimation for nonlinear systems
- The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
- Eigenvalue estimates for quadratic polynomial operator of the Laplacian
- LQG control for networked control systems over packet drop links without packet acknowledgment
- The problem of LQG optimal control via a limited capacity communication channel
- Review and new theoretical perspectives on active disturbance rejection control for uncertain finite-dimensional and infinite-dimensional systems
- A novel fusion scheme for vision aided inertial navigation of aerial vehicles
- Design and flight testing of a digital optimal control general aviation autopilot
- Online data processing: comparison of Bayesian regularized particle filters
- Nonlinear data observability and information
- On the set of obtainable reference trajectories using minimum variance control
- A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties
- Computing multiple integrals involving matrix exponentials
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
- Sequential convex programming for non-linear stochastic optimal control
- Asteroid close encounters characterization using differential algebra: the case of apophis
- An optimization approach to adaptive Kalman filtering
- A quadratic Kalman filter
- Robust estimation based on the least absolute deviations method and the Kalman filter
- On classical and Bayesian asymptotics in state space stochastic differential equations
- Approximate nonlinear filtering and its application in navigation
- On estimation in interception endgames
- 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
- The LQG Game Against Nature
- Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions
- Hybrid estimation algorithms. II
- Efficient computation of optimal open-loop controls for stochastic systems
- Use of approximate discrete-time models in filtering and regulation of continuous-time processes
- Projection methods for reduced-order models of compressible flows.
- A parametric programming approach to moving-horizon state estimation
- Expectation Propagation for Likelihood-Free Inference
- Visual tracking with automatic motion model switching
- On the nice behaviour of the Gaussian projection filter with small observation noise
- Quantitative verification of Kalman filters
- Optimal projection filters with information geometry
- Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance
- Optimal robust fault detection of discrete‐time LPV systems with measurement error‐affected scheduling variables combining ZKF and pQP
- Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
- LQG Online Learning
- Smoothing and parameter estimation by soft-adherence to governing equations
- Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems
- Comments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’
- Careful feedback active noise and vibration control algorithm robust to large secondary path changes
- Adaptive Gaussian filters for nonlinear state estimation with one-step randomly delayed measurements
- Boolean Kalman filter and smoother under model uncertainty
- Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
- Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems
- The application of matrix differential calculus for the derivation of simplified expressions in approximate nonlinear filtering algorithms
- Image Processing for UAV Autonomous Navigation Applying Self-configuring Neural Network
- Characterisation of interval-observer fault detection and isolation properties using the set-invariance approach
- Real-time Bayesian parameter estimation for item response models
- 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
- Operator inference driven data assimilation for high fidelity neutron transport
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
- Image fusion for tracking manoeuvring targets
- Inequalities for eigenvalues of a system of higher-order differential equations
- Title not available (Why is that?)
- A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters
- Adaptive controller based on the affine equivalent model with disturbance rejection for discrete-time switched systems
- Modelling changing lag patterns in Dutch construction
- Relations between entropy rate, entropy production and information geometry in linear stochastic systems
- Hawkes process modelling for chemical reaction networks in a random environment
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference
- Comparative Study on State Estimation in Elastic Joints
- Robust estimation and compensation for actuator and sensor failures in linear systems
- Title not available (Why is that?)
- Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter
- Quantum feedback: theory, experiments, and applications
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