Pages that link to "Item:Q4101696"
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The following pages link to Backwards Markovian models for second-order stochastic processes (Corresp.) (Q4101696):
Displaying 15 items.
- Backward representation of Markov jump processes and related problems. I. Optimal linear estimation (Q885730) (← links)
- Forward and backward Markovian state space models of second order process (Q911147) (← links)
- Reduced-complexity LQR design using canonical correlation analysis (Q1085127) (← links)
- Reverse-time diffusion equation models (Q1166836) (← links)
- A unified approach to smoothing formulas (Q1224548) (← links)
- Scattering theory and linear least squares estimation. II: Discrete-time problems (Q1227692) (← links)
- Discrimination between replay attacks and sensor faults for cyber-physical systems via event-triggered communication (Q2068553) (← links)
- Direct approach to two-filter smoothing formulas† (Q3329344) (← links)
- A realization approach to stochastic model reduction (Q3693402) (← links)
- Two-filter formulae for discrete-time non-linear bayesian smoothing (Q3713969) (← links)
- (Q3883259) (← links)
- On the fixed-interval smoothing problem (Q3945309) (← links)
- Two filter smoothing formulae by diagonalization of the Hamiltonian equations† (Q3956837) (← links)
- Information thermodynamics for interacting stochastic systems without bipartite structure (Q5149683) (← links)
- Algorithms for the incorporation of predictive information in surveillance theory† (Q5184800) (← links)