Pages that link to "Item:Q4540423"
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The following pages link to A framework for state-space estimation with uncertain models (Q4540423):
Displaying 48 items.
- A semi-definite programming approach for robust tracking (Q263222) (← links)
- Robust estimation and filtering in uncertain linear systems under unknown covariations (Q268652) (← links)
- An observer-based controller for nonlinear systems: a gain scheduling approach (Q275078) (← links)
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach (Q285758) (← links)
- Observer-based controller for discrete-time systems: a state dependent Riccati equation approach (Q354090) (← links)
- Bayesian estimation for jump Markov linear systems with non-homogeneous transition probabilities (Q398273) (← links)
- Observer design for constrained nonlinear systems with application to secure communication (Q398482) (← links)
- Recursive robust filtering with finite-step correlated process noises and missing measurements (Q411171) (← links)
- Comments on ``Robust state estimation for uncertain discrete-time stochastic systems with missing measurements'' [Automatica 47 (2011) 1520--1524] (Q459026) (← links)
- Minimax state estimation for linear discrete-time differential-algebraic equations (Q620581) (← links)
- Robust filtering for linear equality constrained systems (Q714231) (← links)
- Moving horizon estimation for uncertain networked control systems with packet loss (Q782331) (← links)
- Optimal estimation and filtration under unknown covariances of random factors (Q891623) (← links)
- A robust estimator for stochastic systems under unknown persistent excitation (Q901192) (← links)
- Robust filtering for deterministic systems with implicit outputs (Q1015763) (← links)
- A new sequential data assimilation method (Q1045369) (← links)
- A uniqueness result concerning a robust regularized least-squares solution (Q1607235) (← links)
- Design of Pareto-optimal linear quadratic estimates, filters and controllers (Q1641943) (← links)
- Robust \(H_{\infty}\) filtering for discrete-time Markov jump linear system with missing measurements (Q1666289) (← links)
- On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method (Q1716656) (← links)
- Recursive estimation for dynamical systems with different delay rates sensor network and autocorrelated process noises (Q1718290) (← links)
- Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs (Q1729063) (← links)
- Nonlinear unknown input observer based on singular value decomposition aided reduced dimension cubature Kalman filter (Q1992307) (← links)
- Novel SINS initial alignment method under large misalignment angles and uncertain noise based on nonlinear filter (Q1992914) (← links)
- Simultaneous robust fault and state estimation for linear discrete-time uncertain systems (Q1993303) (← links)
- Robust Kalman filter for systems subject to parametric uncertainties (Q2059479) (← links)
- Distributed state estimation for uncertain linear systems: a regularized least-squares approach (Q2184553) (← links)
- Robust state estimation for uncertain discrete-time stochastic systems with missing measurements (Q2276133) (← links)
- Information filtering and array algorithms for discrete-time Markovian jump linear systems subject to parametric uncertainties (Q2282065) (← links)
- Optimal state and fault estimation for two-dimensional discrete systems (Q2307540) (← links)
- Optimal robust filtering for systems subject to uncertainties (Q2342760) (← links)
- Robust state prediction for descriptor systems (Q2440821) (← links)
- Robust and stable predictive control with bounded uncertainties (Q2481904) (← links)
- Robust \(\mathcal H_2\) filtering for uncertain linear systems: LMI based methods with parametric Lyapunov functions (Q2504522) (← links)
- Robust receding-horizon state estimation for uncertain discrete-time linear systems (Q2504561) (← links)
- Robust \(\mathcal H_{\infty}\) reduced order filtering for uncertain bilinear systems (Q2641753) (← links)
- Reduction of prediction error sensitivity to parameters in Kalman filter (Q2667436) (← links)
- On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems (Q2797655) (← links)
- Mode-independent<i>H</i><sub><i>∞</i></sub>filtering for discrete-time Markov jump linear system with parametric uncertainties and quantized measurements (Q2830848) (← links)
- Robust state estimation for uncertain linear systems with deterministic input signals (Q3194135) (← links)
- State estimation for stochastic time‐varying multisensor systems with multiplicative noises: Centralized and decentralized data fusion (Q5215210) (← links)
- Robust state estimation for linear systems with parametric uncertainties and quantised measurements (Q5265627) (← links)
- Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters (Q5305275) (← links)
- LMI-based minimax estimation and filtering under unknown covariances (Q5494533) (← links)
- Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises (Q6081056) (← links)
- Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems (Q6109170) (← links)
- Robust fractional order singular Kalman filter (Q6117458) (← links)
- Consensus-based robust least-squares filter for multi-sensor systems (Q6495749) (← links)
