Pages that link to "Item:Q2065224"
From MaRDI portal
The following pages link to Kalman filtering under unknown inputs and norm constraints (Q2065224):
Displaying 8 items.
- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares (Q2124495) (← links)
- Infinity augmented state Kalman filter and its application in unknown input and state estimation (Q6082830) (← links)
- Noise covariance estimation via autocovariance least-squares with deadbeat filters (Q6110303) (← links)
- A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough (Q6119730) (← links)
- Estimation of ARMAX processes with noise corrupted output signal observations (Q6177545) (← links)
- Orthotope-search-expansion-based extended zonotopic Kalman filter design for a discrete-time linear parameter-varying system with a dual-noise term (Q6585520) (← links)
- Robust data-driven predictive control for unknown linear time-invariant systems (Q6648479) (← links)
- Unknown input filtering under full accessibility attacks (Q6659256) (← links)
