Pages that link to "Item:Q883398"
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The following pages link to Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough (Q883398):
Displaying 14 items.
- Simultaneous mode, input and state estimation for switched linear stochastic systems (Q6061848) (← links)
- Unbiased minimum-variance estimation and dynamic event-driven disturbance rejection control for discrete time-varying systems (Q6066804) (← links)
- Infinity augmented state Kalman filter and its application in unknown input and state estimation (Q6082830) (← links)
- Intermediate‐variable‐based Kalman filter for linear time‐varying systems with unknown inputs (Q6092331) (← links)
- Noise covariance estimation via autocovariance least-squares with deadbeat filters (Q6110303) (← links)
- A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough (Q6119730) (← links)
- Event‐based joint estimation for unknown inputs and states: A distributed recursive filtering method (Q6194868) (← links)
- A Kalman-filtering derivation of simultaneous input and state estimation (Q6198147) (← links)
- An internal model approach to estimation of systems with arbitrary unknown inputs (Q6200690) (← links)
- Simultaneous input and state estimation with multi-step delay for linear stochastic systems based on infinity filtering and smoothing (Q6540844) (← links)
- A limit Kalman filter and smoother for systems with unknown inputs (Q6541887) (← links)
- Improved input and state estimation for linear stochastic systems with direct feedthrough (Q6563318) (← links)
- Equivalence of recursive three-step filter and infinity augmented Kalman filter for linear discrete-time stochastic systems with direct feedthrough (Q6609032) (← links)
- Simultaneous input and state estimation: from a unified least-squares perspective (Q6659188) (← links)
