Pages that link to "Item:Q795786"
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The following pages link to Optimal estimation of linear discrete-time systems with stochastic parameters (Q795786):
Displaying 9 items.
- Optimal state estimation for singular system with stochastic uncertain parameter (Q5003629) (← links)
- Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (Q5168006) (← links)
- Optimal linear estimators for systems with multiple random measurement delays and packet dropouts (Q5172444) (← links)
- Optimal recursive estimation for discrete-time descriptor systems (Q5712075) (← links)
- Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays (Q6081044) (← links)
- Quadratic filtering for non-Gaussian stochastic parameter systems with buffer-aided strategy (Q6492075) (← links)
- Convergence of optimal linear filter with time-correlated fading channel and channel noise (Q6498001) (← links)
- Robust weighted fusion Kalman filters under linearly correlated noise and mixed uncertainties of noise variances, multiplicative noises, and multiple networked inducements (Q6583249) (← links)
- Integrated stabilisation policy over multipath routing-enabled network (Q6611572) (← links)
