Pages that link to "Item:Q3737345"

The following pages link to Numerical aspects of different Kalman filter implementations (Q3737345):

Displaying 24 items.

• On efficient parametric identification methods for linear discrete stochastic systems (Q461977) (← links)
• Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems (Q650040) (← links)
• Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods (Q766056) (← links)
• Differentiating matrix orthogonal transformations (Q901840) (← links)
• Filtering for rectangular discrete-time descriptor systems (Q963985) (← links)
• Maximum likelihood estimation via the extended covariance and combined square-root filters (Q1005207) (← links)
• On scalarized calculation of the likelihood function in array square-root filtering algorithms (Q1049623) (← links)
• Two-dimensional shallow water flow identification (Q1102791) (← links)
• Tracking the condition number for RLS in signal processing (Q1185808) (← links)
• Fast algorithm of Chandrasekhar type for ARMA model identification (Q1194899) (← links)
• A practical implementation for solutions to the algebraic matrix Riccati equation in an LQCM setting (Q1274837) (← links)
• Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples (Q1334708) (← links)
• Using the Kalman filter and dynamic models to assess the changing HIV/AIDS epidemic (Q1360018) (← links)
• Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise (Q1678568) (← links)
• Sensitivity of the optimal solution of a linear programming problem to variations of the matrix elements (Q1816320) (← links)
• Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
• Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes (Q1825854) (← links)
• Quantitative verification of Kalman filters (Q1982642) (← links)
• How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? (Q2033711) (← links)
• SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements (Q2203044) (← links)
• A general approach for designing the MWGS-based information-form Kalman filtering methods (Q2220018) (← links)
• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730) (← links)
• A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations (Q2261784) (← links)
• Singular Riccati equations stabilizing large-scale systems (Q2491703) (← links)