Pages that link to "Item:Q5352636"

The following pages link to Robust Kalman Filtering Under Model Perturbations (Q5352636):

Displaying 13 items.

• Closed-loop stability analysis of discrete-time negative imaginary systems (Q1643401) (← links)
• On the robustness of the Bayes and Wiener estimators under model uncertainty (Q1679087) (← links)
• On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method (Q1716656) (← links)
• Globally optimal sequential and distributed fusion state estimation for multi-sensor systems with cross-correlated noises (Q1737704) (← links)
• On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions (Q1797076) (← links)
• Robust Kalman filter for systems subject to parametric uncertainties (Q2059479) (← links)
• Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations (Q2409264) (← links)
• Some iterative methods for the largest positive definite solution to a class of nonlinear matrix equation (Q2413498) (← links)
• Robust fixed-lag smoothing under model perturbations (Q2680282) (← links)
• Reduction of discrete algebraic Riccati equations: elimination of generalized eigenvalues on the unit circle (Q4565206) (← links)
• Process noise covariance estimation via stochastic approximation (Q5128876) (← links)
• Adaptive risk-sensitive filter for Markovian jump linear systems (Q6109038) (← links)
• Robust distributed Kalman filtering with event-triggered communication (Q6136514) (← links)