Pages that link to "Item:Q798609"
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The following pages link to Stochastic models, estimation, and control. Vol. 2,3 (Q798609):
Displaying 50 items.
- The explicit form of expectation propagation for a simple statistical model (Q259191) (← links)
- On estimation in interception endgames (Q364746) (← links)
- Stochastic optimal control of unknown linear networked control system in the presence of random delays and packet losses (Q445115) (← links)
- A novel fusion scheme for vision aided inertial navigation of aerial vehicles (Q474663) (← links)
- A quadratic Kalman filter (Q494365) (← links)
- Asteroid close encounters characterization using differential algebra: the case of apophis (Q642362) (← links)
- An optimization approach to adaptive Kalman filtering (Q642940) (← links)
- Estimates for weighted eigenvalues of a fourth-order elliptic operator with variable coefficients (Q660690) (← links)
- On the nice behaviour of the Gaussian projection filter with small observation noise (Q672229) (← links)
- A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids (Q729191) (← links)
- Propagation of large uncertainty sets in orbital dynamics by automatic domain splitting (Q748258) (← links)
- The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component (Q757219) (← links)
- Design and flight testing of a digital optimal control general aviation autopilot (Q760391) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- Approximate nonlinear filtering and its application in navigation (Q813997) (← links)
- RLS fixed-lag smoother using covariance information in linear continuous stochastic systems (Q838260) (← links)
- Nonlinear filtering for a dust-perturbed two-body model (Q840279) (← links)
- A derivative-free implementation of the extended Kalman filter (Q880388) (← links)
- A parametric programming approach to moving-horizon state estimation (Q883389) (← links)
- A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties (Q914621) (← links)
- Design of RLS fixed-lag smoother using covariance information in linear discrete stochastic systems (Q969351) (← links)
- Sequential calibration of options (Q1023619) (← links)
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers (Q1048801) (← links)
- On the set of obtainable reference trajectories using minimum variance control (Q1106078) (← links)
- Nonlinear data observability and information (Q1106788) (← links)
- Adaptive fading Kalman filter with an application (Q1333448) (← links)
- New results on the Gaussian projection filter with small observation noise (Q1350956) (← links)
- Filter sensitivity in exoatmospheric target vehicle tracking (Q1354224) (← links)
- Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions (Q1366519) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Hybrid estimation algorithms. II (Q1367781) (← links)
- Multiple model methods in path following. II. (Q1399300) (← links)
- Projection methods for reduced-order models of compressible flows. (Q1399636) (← links)
- Stability analysis of controlled, partially-connected, distributed-parameter systems through perturbation methods (Q1411467) (← links)
- Applying the EKF to stochastic differential equations with level effects (Q1592900) (← links)
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances (Q1640708) (← links)
- LQG control for networked control systems over packet drop links without packet acknowledgment (Q1660730) (← links)
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering (Q1662973) (← links)
- Ship tracking based on underwater electric potential (Q1720656) (← links)
- Real-time Bayesian parameter estimation for item response models (Q1752008) (← links)
- Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter (Q1805488) (← links)
- Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling (Q1897644) (← links)
- Online data processing: comparison of Bayesian regularized particle filters (Q1951975) (← links)
- State and parameter estimation in stochastic dynamical models (Q1957120) (← links)
- Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise (Q1957761) (← links)
- State estimation of continuous-time radial basis function networks (Q1975569) (← links)
- Quantitative verification of Kalman filters (Q1982642) (← links)
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference (Q2000451) (← links)
- Updating variational Bayes: fast sequential posterior inference (Q2066743) (← links)
- Computing high dimensional multiple integrals involving matrix exponentials (Q2095151) (← links)
