Optimal filtering and smoothing for discrete-time stochastic singular systems
From MaRDI portal
Publication:970645
Recommendations
- Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems
- A unified approach to optimal state estimation for stochastic singular systems
- Filtering and LQG problems for discrete-time stochastic singular systems
- Distributed full-order optimal fusion filters and smoothers for discrete-time stochastic singular systems
- Suboptimal filtering for a singular discrete-time stochastic linear system
Cited in
(31)- Robust filtering for discrete time piecewise impulsive systems
- Filtering and smoothing in indeterminate-stochastic systems with partially observable inputs
- A unified approach to optimal state estimation for stochastic singular systems
- Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
- Delay-dependent H_ filtering for discrete singular Markov jump systems with Wiener process and partly unknown transition probabilities
- Globally optimal sequential and distributed fusion state estimation for multi-sensor systems with cross-correlated noises
- On the Kalman filter with possibly degenerate and correlated errors
- State estimators for systems with random parameter matrices, stochastic nonlinearities, fading measurements and correlated noises
- Distributed fusion robust estimators for multisensor networked singular control system with uncertain-variance correlated noises and missing measurement
- Weighted measurement fusion Kalman estimator for multisensor descriptor system
- Descriptor recursive estimation for multiple sensors with different delay rates
- scientific article; zbMATH DE number 4130293 (Why is no real title available?)
- Distributed full-order optimal fusion filters and smoothers for discrete-time stochastic singular systems
- scientific article; zbMATH DE number 2125302 (Why is no real title available?)
- Optimal filtering for stochastic singular systems with multiplicative noise based on Jordan decomposition
- An optimal filtering algorithm for singular systems with multiplicative noise based on singular value decomposition
- scientific article; zbMATH DE number 4191534 (Why is no real title available?)
- Explicit solution to the singular discrete-time stationary linear filtering problem
- Recursive smoothing for discrete-time systems as a filtering problem
- Filtering and LQG problems for discrete-time stochastic singular systems
- Singular Kalman filtering: new aspects based on an alternative system theory
- Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
- scientific article; zbMATH DE number 4104837 (Why is no real title available?)
- Decentralized optimal fusion filtering for multi-sensor multi-delay singular systems
- scientific article; zbMATH DE number 1172599 (Why is no real title available?)
- Optimal recursive filtering, prediction, and smoothing for singular stochastic discrete-time systems
- scientific article; zbMATH DE number 903143 (Why is no real title available?)
- Distributed fusion robust filter for multisensor networked singular control system with uncertain variances and missing measurement
- Self-tuning full-order WMF Kalman filter for multisensor descriptor systems
- Suboptimal filtering for a singular discrete-time stochastic linear system
- On the error-free filtering of finite-state singular processes under dependent distortions
This page was built for publication: Optimal filtering and smoothing for discrete-time stochastic singular systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q970645)