Pages that link to "Item:Q1127300"
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The following pages link to Recursive estimator for linear and nonlinear systems with uncertain observations (Q1127300):
Displaying 33 items.
- Recursive estimation for Markov jump linear systems with unknown transition probabilities: a compensation approach (Q285758) (← links)
- Nonlinear estimation applying an unscented transformation in systems with correlated uncertain observations (Q548363) (← links)
- Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty (Q612607) (← links)
- Least-squares polynomial estimation from observations featuring correlated random delays (Q708791) (← links)
- Recursive estimation based on an extended observation vector (Q790782) (← links)
- Quadratic estimation of multivariate signals from randomly delayed measurements (Q816086) (← links)
- Different approaches for state filtering in nonlinear systems with uncertain observations (Q883868) (← links)
- Finite-horizon filtering for a class of nonlinear time-delayed systems with an energy harvesting sensor (Q1737630) (← links)
- Finite-time \(H_\infty\) filtering for linear continuous time-varying systems with uncertain observations (Q1760813) (← links)
- Linear unbiased state estimation under randomly varying bounded sensor delay (Q1808633) (← links)
- Fixed-interval smoothing problem from uncertain observations with correlated signal and noise (Q1827371) (← links)
- Recurrent estimation of the observation parameters and covariances in multidimensional systems for covariances of a special structure (Q1882044) (← links)
- Quadratic estimation from uncertain observations with white plus coloured noises using covariance information (Q1883152) (← links)
- Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements (Q1937473) (← links)
- Recursive distributed filtering over sensor networks on Gilbert-Elliott channels: a dynamic event-triggered approach (Q2173900) (← links)
- Finite-horizon estimation of randomly occurring faults for a class of nonlinear time-varying systems (Q2342447) (← links)
- State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels (Q2422967) (← links)
- Least-squares \(\nu\) th-order polynomial estimation of signals from observations affected by non-independent uncertainty (Q2495996) (← links)
- Robust minimum variance linear state estimators for multiple sensors with different failure rates (Q2641801) (← links)
- Distributed state and fault estimation over sensor networks with probabilistic quantizations: the dynamic event-triggered case (Q2665421) (← links)
- (Q3030015) (← links)
- New scheme for discrete observer design with estimation error covariance assignment (Q3064009) (← links)
- On designing robust controllers under randomly varying sensor delay with variance constraints (Q3442620) (← links)
- Signal estimation with nonlinear uncertain observations using covariance information (Q3615055) (← links)
- Recursive estimation of linear systems (Q3740092) (← links)
- Stochastically resilient extended Kalman filtering for discrete-time nonlinear systems with sensor failures (Q5167993) (← links)
- Recursive estimation methods for discrete systems (Q5266693) (← links)
- Robust filtering for gene expression time series data with variance constraints (Q5294689) (← links)
- Recursive Update Filtering for Nonlinear Estimation (Q5352844) (← links)
- Recursive estimation in piecewise affine systems using parameter identifiers and concurrent learning (Q5382990) (← links)
- Polynomial fixed-point smoothing of uncertainly observed signals based on covariances (Q5402744) (← links)
- Optimal recursive estimation for discrete-time descriptor systems (Q5712075) (← links)
- State-saturated resilient filtering for nonlinear complex networks under event-triggering protocol (Q6580931) (← links)
