Pages that link to "Item:Q1996609"
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The following pages link to State estimation for jump Markov nonlinear systems of unknown measurement data covariance (Q1996609):
Displaying 5 items.
- Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation (Q510145) (← links)
- Recursive distributed fusion estimation for nonlinear stochastic systems with event-triggered feedback (Q2230853) (← links)
- A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise (Q2338334) (← links)
- State estimation for Markovian jump linear systems with bounded disturbances (Q2350789) (← links)
- Multi-sensor information fusion filtering for delayed nonlinear stochastic singular systems with packet disorders (Q6494979) (← links)