The following pages link to (Q4010408):
Displaying 50 items.
- Robust EM kernel-based methods for linear system identification (Q259415) (← links)
- Restricted Kalman filtering revisited (Q295404) (← links)
- Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
- Distributed parametric and nonparametric regression with on-line performance bounds computation (Q361001) (← links)
- On a nonlinear Kalman filter with simplified divided difference approximation (Q429215) (← links)
- On the synthesis of linear \(H_\infty\) filters for polynomial systems (Q450688) (← links)
- Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis (Q464645) (← links)
- A quadratic Kalman filter (Q494365) (← links)
- \(H_\infty\) dynamical observers design for linear descriptor systems. application to state and unknown input estimation (Q522905) (← links)
- Nonlinear gray-box identification using local models applied to industrial robots (Q534273) (← links)
- Robust switching-type \(H_{\infty }\) filter design for linear uncertain systems with time-varying delay (Q545312) (← links)
- Maximum likelihood estimation for dynamic factor models with missing data (Q550846) (← links)
- Multi-sensor optimal \(H_{\infty }\) fusion filters for delayed nonlinear intelligent systems based on a unified model (Q553268) (← links)
- Linear estimation for random delay systems (Q553363) (← links)
- High-performance numerical algorithms and software for subspace-based linear multivariable system identification (Q596216) (← links)
- Direct data-driven filter design for uncertain LTI systems with bounded noise (Q620579) (← links)
- Comments on ``State estimation for linear systems with state equality constraints'' (Q620619) (← links)
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach (Q627072) (← links)
- System identification of nonlinear state-space models (Q629040) (← links)
- Stochastic observability in network state estimation and control (Q629043) (← links)
- A Bayesian solution to the multiple composite hypothesis testing for fault diagnosis in dynamic systems (Q629067) (← links)
- An efficient approach for solving the Riccati equation with fractional orders (Q639088) (← links)
- Separation theorem for linearly constrained LQG optimal control (Q671586) (← links)
- Estimating coefficients of two-phase linear regression model with autocorrelated errors (Q689486) (← links)
- Practical stability of approximating discrete-time filters with respect to model mismatch (Q694854) (← links)
- Multi-sensor information fusion white noise filter weighted by scalars based on Kálmán predictor (Q705172) (← links)
- Controlling based method for modelling chaotic dynamical systems from time series (Q711929) (← links)
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
- A Kalman-tracking filter approach to nonlinear programming (Q750314) (← links)
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (Q790575) (← links)
- Exponential smoothing. I (Q794126) (← links)
- A group-theoretical approach to optimal estimation and control (Q800284) (← links)
- Optimum performance levels for minimax filters, predictors and smoothers (Q807569) (← links)
- Work by Robert Kalaba on multicriteria estimation (Q807587) (← links)
- Strongly consistent coefficient estimate for errors-in-variables models (Q814009) (← links)
- Data assimilation for magnetohydrodynamics systems (Q818180) (← links)
- Joint state and parameter estimation for distributed mechanical systems (Q839237) (← links)
- Advanced point-mass method for nonlinear state estimation (Q856529) (← links)
- \(H_{2}\) control of preview systems (Q857134) (← links)
- Input estimation in nonlinear dynamical systems using differential algebra techniques (Q858943) (← links)
- Signal extraction and knowledge discovery based on statistical modeling (Q860830) (← links)
- Unbiased minimum-variance input and state estimation for linear discrete-time systems (Q864295) (← links)
- Reduced-order \(H_{\infty}\) filtering for singular systems (Q864494) (← links)
- Correlation bounds for discrete-time systems with banded dynamics (Q864501) (← links)
- The ARMA model in state space form (Q868278) (← links)
- An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
- Stability of Kalman filtering with Markovian packet losses (Q880409) (← links)
- Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough (Q883398) (← links)
- Different approaches for state filtering in nonlinear systems with uncertain observations (Q883868) (← links)
- Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator (Q895270) (← links)
