Stochastic models, estimation, and control. Vol. 2,3
From MaRDI portal
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)
Recommendations
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)
- 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
- Smoothing and parameter estimation by soft-adherence to governing equations
- 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
- Stochastic filtering methods in electronic trading
- The application of matrix differential calculus for the derivation of simplified expressions in approximate nonlinear filtering algorithms
- 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
- LQG online learning
- 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
- Continuum covariance propagation for understanding variance loss in advective systems
- 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
- Fault detection model-based controller for process systems
- Updating variational Bayes: fast sequential posterior inference
- Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems
- Careful least squares active noise control with no prior secondary path model
- Robust information filter for decentralized estimation
- Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise
- Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots
- Quantitative verification of numerical stability for Kalman filters
- On second-order filter performance
- 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
- Ship tracking based on underwater electric potential
- 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
- 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
- Expectation propagation for likelihood-free inference
- 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
This page was built for publication: Stochastic models, estimation, and control. Vol. 2,3
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q798609)
