Pages that link to "Item:Q1957769"
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The following pages link to Mean-square filtering for uncertain linear stochastic systems (Q1957769):
Displaying 11 items.
- Distributed fusion receding horizon filtering for uncertain linear stochastic systems with time-delay sensors (Q378601) (← links)
- Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises (Q454929) (← links)
- Fault-tolerant control of Markovian jump stochastic systems via the augmented sliding mode observer approach (Q458990) (← links)
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering (Q508358) (← links)
- Reliable \(H_{\infty }\) filtering for discrete time-delay systems with randomly occurred nonlinearities via delay-partitioning method (Q551586) (← links)
- Joint state filtering and parameter estimation for linear stochastic time-delay systems (Q551599) (← links)
- M-estimation based sparse grid quadrature filter and stochastic stability analysis (Q2235403) (← links)
- Sliding mode state and parameter identification for linear stochastic systems (Q2410753) (← links)
- Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises (Q2817112) (← links)
- Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems (Q2872535) (← links)
- Linear Minimum Mean Square Filters for Markov Jump Linear Systems (Q5358644) (← links)
