The following pages link to Shunyi Zhao (Q285756):
Displayed 34 items.
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach (Q285758) (← links)
- Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities (Q398273) (← links)
- State estimation for nonlinear discrete-time systems with Markov jumps and nonhomogeneous transition probabilities (Q460421) (← links)
- An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters (Q473461) (← links)
- Bayesian state estimation on finite horizons: the case of linear state-space model (Q1679838) (← links)
- Optimal state estimation for discrete-time Markov jump systems with missing observations (Q1724402) (← links)
- State estimation for jump Markov nonlinear systems of unknown measurement data covariance (Q1996609) (← links)
- Trial-and-error or avoiding a guess? Initialization of the Kalman filter (Q2003835) (← links)
- Identification of jump Markov autoregressive exogenous systems with missing measurements (Q2181427) (← links)
- Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution (Q2224797) (← links)
- Minimum variance unbiased FIR filter for discrete time-variant systems (Q2409454) (← links)
- (Q2858452) (← links)
- Linear Optimal Unbiased Filter for Time-Variant Systems Without Apriori Information on Initial Conditions (Q2989594) (← links)
- (Q3131267) (← links)
- Iterative Residual Generator for Fault Detection With Linear Time-Invariant State–Space Models (Q4566885) (← links)
- Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications (Q4618320) (← links)
- Comparing Robustness of the Kalman, <inline-formula> <tex-math notation="LaTeX">$H_\infty$</tex-math> </inline-formula>, and UFIR Filters (Q4622234) (← links)
- Identification of time‐delay Markov jump autoregressive exogenous systems with expectation‐maximization algorithm (Q4634734) (← links)
- Distributed Student's t filtering algorithm for heavy‐tailed noises (Q4685715) (← links)
- Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation (Q4908475) (← links)
- Online identification of time‐delay jump Markov autoregressive exogenous systems with recursive expectation‐maximization algorithm (Q5003390) (← links)
- Distributed data‐driven observer for linear time invariant systems (Q5003414) (← links)
- Frequency-Efficient Receding Horizon $H_\infty $ FIR Filtering in Discrete-Time State-Space (Q5007218) (← links)
- Unbiased Finite Impluse Response Filtering: An Iterative Alternative to Kalman Filtering Ignoring Noise and Initial Conditions (Q5019394) (← links)
- Unbiased FIR Filtering for Time-Stamped Discretely Delayed and Missing Data (Q5125636) (← links)
- Robust filter design for asymmetric measurement noise using variational Bayesian inference (Q5221132) (← links)
- Multiple-Model State Estimation Based on Variational Bayesian Inference (Q5223673) (← links)
- H<sub>∞</sub>Control for Discrete-Time Markov Jump Systems With Uncertain Transition Probabilities (Q5353246) (← links)
- Fast bias‐constrained optimal FIR filtering for time‐invariant state space models (Q5364011) (← links)
- <i>H</i><sub> ∞ </sub> filtering for discrete‐time Markov jump systems with unknown transition probabilities (Q5743759) (← links)
- Optimal and Robust State Estimation (Q5866467) (← links)
- Confidence set-membership FIR filter for discrete time-variant systems (Q6073030) (← links)
- Adaptive risk-sensitive filter for Markovian jump linear systems (Q6109038) (← links)
- Tuning-free filtering for stochastic systems with unmodeled measurement dynamics (Q6152348) (← links)