Stochastic models, estimation, and control. Vol. 2,3

From MaRDI portal
Publication:798609

zbMath0546.93063MaRDI QIDQ798609

Peter S. Maybeck

Publication date: 1982

Published in: Mathematics in Science and Engineering (Search for Journal in Brave)




Related Items (only showing first 100 items - show all)

Robust parametric identification procedure of stochastic nonlinear continuous-discrete systemsQuantum feedback: theory, experiments, and applicationsAdaptive fading Kalman filter with an applicationSequential convex programming for non-linear stochastic optimal controlRLS fixed-lag smoother using covariance information in linear continuous stochastic systemsNonlinear filtering for a dust-perturbed two-body modelDesign of measurement difference autocovariance method for estimation of process and measurement noise covariancesNew results on the Gaussian projection filter with small observation noiseOptimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to samplingFilter sensitivity in exoatmospheric target vehicle trackingConditionally gaussian distributions and an application to kalman filtering with stochastic regressorsOn the set of obtainable reference trajectories using minimum variance controlNonlinear data observability and informationA continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filtersImprovement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansionsAn introduction to stochastic unit-root processesHybrid estimation algorithms. IILQG control for networked control systems over packet drop links without packet acknowledgmentHigh-order accurate continuous-discrete extended Kalman filter for chemical engineeringComparative Study on State Estimation in Elastic JointsOn estimation in interception endgamesA derivative-free implementation of the extended Kalman filterA parametric programming approach to moving-horizon state estimationAdaptive Kalman filtering for closed-loop systems based on the observation vector covarianceContinuum Covariance Propagation for Understanding Variance Loss in Advective SystemsRelations between entropy rate, entropy production and information geometry in linear stochastic systemsOptimal robust fault detection of discrete‐time LPV systems with measurement error‐affected scheduling variables combining ZKF and pQPUniversal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systemsMultiple model methods in path following. II.Probabilistic Model Checking for Continuous-Time Markov Chains via Sequential Bayesian InferenceProjection methods for reduced-order models of compressible flows.Online learning for the Dirichlet process mixture model via weakly conjugate approximationExpectation propagation for continuous time stochastic processesStability analysis of controlled, partially-connected, distributed-parameter systems through perturbation methodsOnline data processing: comparison of Bayesian regularized particle filtersStochastic optimal control of unknown linear networked control system in the presence of random delays and packet lossesAsteroid close encounters characterization using differential algebra: the case of apophisAn optimization approach to adaptive Kalman filteringA hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertaintiesState and parameter estimation in stochastic dynamical modelsLikelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noiseLQG Online LearningShip tracking based on underwater electric potentialStochastic Filtering Methods in Electronic TradingError estimation in coupled multi-physics modelsSmoothing and parameter estimation by soft-adherence to governing equationsA novel fusion scheme for vision aided inertial navigation of aerial vehiclesDesign of RLS-FIR filter using covariance information in linear continuous-time stochastic systemsImage Processing for UAV Autonomous Navigation Applying Self-configuring Neural NetworkEstimates for weighted eigenvalues of a fourth-order elliptic operator with variable coefficientsEstimation of classical parameters via continuous probing of complementary quantum observablesRobust estimation based on the least absolute deviations method and the Kalman filterState estimation of continuous-time radial basis function networksEIGENVALUE ESTIMATES FOR QUADRATIC POLYNOMIAL OPERATOR OF THE LAPLACIANA quadratic Kalman filterOn the nice behaviour of the Gaussian projection filter with small observation noiseQuantitative verification of Kalman filtersComments on ‘A multi-model adaptive predictor for stochastic processes with Markov switching parameters’Computing multiple integrals involving matrix exponentialsTracking of Manoeuvring Visual TargetsModelling changing lag patterns in Dutch constructionReal-time Bayesian parameter estimation for item response modelsNew developments in state estimation for nonlinear systemsThe application of matrix differential calculus for the derivation of simplified expressions in approximate nonlinear filtering algorithmsParallel probabilistic graphical model approach for nonparametric Bayesian inferenceDesign of RLS fixed-lag smoother using covariance information in linear discrete stochastic systemsInequalities for eigenvalues of a system of higher-order differential equationsOn second-order filter performanceThe problem of LQG optimal control via a limited capacity communication channelDynamics of a stochastically perturbed two-body problemVisual tracking with automatic motion model switchingOptimal quadratic solution for the non-Gaussian finite-horizon regulator problemA numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluidsPosterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMCBoolean Kalman filter and smoother under model uncertaintyRobust estimation and compensation for actuator and sensor failures in linear systemsCharacterisation of interval-observer fault detection and isolation properties using the set-invariance approachInitial data truncation for multivariate output of discrete-event simulation using the Kalman filterPropagation of large uncertainty sets in orbital dynamics by automatic domain splittingOn robust interval observer design for uncertain systems subject to both time-invariant and time-varying uncertaintiesFault detection model-based controller for process systemsExpectation Propagation for Likelihood-Free InferenceEfficient computation of optimal open-loop controls for stochastic systemsInput Constraints Handling in an MPC/Feedback Linearization SchemeSequential calibration of optionsThe solution of the infinite horizon tracking problem for discrete time system possessing an exogenous componentDesign and flight testing of a digital optimal control general aviation autopilotUpdating variational Bayes: fast sequential posterior inferenceThe LQG Game Against NatureUse of approximate discrete-time models in filtering and regulation of continuous-time processesOn classical and Bayesian asymptotics in state space stochastic differential equationsContinuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothersImage fusion for tracking manoeuvring targetsComputing high dimensional multiple integrals involving matrix exponentialsRobust information filter for decentralized estimationApplying the EKF to stochastic differential equations with level effectsAn algebraic approach to the time-optimal output regulator†Approximate nonlinear filtering and its application in navigationThe explicit form of expectation propagation for a simple statistical modelOptimal projection filters with information geometry




This page was built for publication: Stochastic models, estimation, and control. Vol. 2,3