The following pages link to (Q5623579):
Displayed 38 items.
- The inflation aversion of the Bundesbank: A state space approach (Q959643) (← links)
- Outlier resistant filtering and smoothing (Q1109003) (← links)
- Analysis of continuous-time Kalman filtering under incorrect noise covariances (Q1112779) (← links)
- Least squares modifications with inverse factorizations: Parallel implications (Q1123540) (← links)
- On stochastic observability and controllability (Q1138519) (← links)
- Partitioned estimation algorithms. II: Linear estimation (Q1215374) (← links)
- Estimation of the state of a nonlinear process in the presence of nongaussian noise and disturbances (Q1217442) (← links)
- A state-space approach to optimum postfiltering of sampled data (Q1226986) (← links)
- Bias, variance, and estimation error in reduced order filters (Q1240703) (← links)
- An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter (Q1246501) (← links)
- A Kalman filter type of extension to a deterministic gradient technique for parameter estimation (Q1252001) (← links)
- Discussion on: `Discrete-time Riccati equations in open-loop Nash and Stackelberg games' by G. Freiling, G. Jank and H. Abou-Kandil. (Q1306042) (← links)
- Stability properties of Kalman-Bucy filters (Q1393192) (← links)
- Nonlinear filtering of convex sets of probability distributions (Q1611808) (← links)
- Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846) (← links)
- Linear estimation for discrete systems with uncertain observations: an application to the correction of declared incomes in inquiry (Q1886570) (← links)
- On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory (Q2394353) (← links)
- A unified approach to the theory of sampling systems (Q2522761) (← links)
- A solution of the smoothing problem for linear dynamic systems (Q2524317) (← links)
- The operator theory of the pseudo-inverse. I: Bounded operators, II: Unbounded operators with arbitrary range (Q2525457) (← links)
- On a limiting procedure in linear recursive estimation theory (Q2531201) (← links)
- On generalized inverses and on the uniform convergence of \((I-\beta K)_ n\) with application to iterative methods (Q2537725) (← links)
- A note on optimal nonlinear prediction for independent increment processes (Q2540948) (← links)
- Recursive fading memory filtering (Q2548940) (← links)
- The fixed-lag smoother as a stable finite-dimensional linear system (Q2548943) (← links)
- Kalman filtering simulation via numerical solution of the associated matrix differential equations (Q2549299) (← links)
- Constant directions of the Riccati equation (Q2550709) (← links)
- The Riccati equation and its bounds (Q2556300) (← links)
- A survey of data smoothing for linear and nonlinear dynamic systems (Q2556827) (← links)
- A stable fixed lag smoothing algorithm (Q2558264) (← links)
- Exponential data weighting in the Kalman-Bucy filter (Q2563139) (← links)
- On the stochastic approximation method and optimal fittering theory (Q2625216) (← links)
- Stationary state space models for longitudinal data (Q3512627) (← links)
- The Robustness ot the Fixed Point Smoothing Algorithm (Q3958370) (← links)
- The continuous kalman filter as the limit of the discrete kalman filter (Q4702159) (← links)
- APPROXIMATE FILTERING OF PARAMETER DRIVEN PROCESSES (Q4742076) (← links)
- Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) (← links)
- On practical implementation of robust kalman filtering (Q4861303) (← links)