Pages that link to "Item:Q2529685"

The following pages link to Extension of square-root filtering to include process noise (Q2529685):

Displaying 27 items.

• On efficient parametric identification methods for linear discrete stochastic systems (Q461977) (← links)
• Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods (Q766056) (← links)
• Filtering for rectangular discrete-time descriptor systems (Q963985) (← links)
• A parallel architecture for Kalman filter measurement update and parameter estimation (Q1074550) (← links)
• Square-root Kalman filtering of descriptor systems (Q1199857) (← links)
• Analysis of EEG signals with changing spectra using a short-word Kalman estimator (Q1242867) (← links)
• A double-stage piecewise recursive filter for real-time applications (Q1250083) (← links)
• The treatment of bias in the square-root information filter/smoother (Q1843408) (← links)
• Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems (Q1996678) (← links)
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (Q2010245) (← links)
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods (Q2034163) (← links)
• Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems (Q2034174) (← links)
• Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (Q2157851) (← links)
• SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements (Q2203044) (← links)
• A general approach for designing the MWGS-based information-form Kalman filtering methods (Q2220018) (← links)
• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems (Q2228730) (← links)
• Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter (Q2238819) (← links)
• A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations (Q2261784) (← links)
• Sequential square root filtering and smoothing of discrete linear systems (Q2265381) (← links)
• Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering (Q2793963) (← links)
• A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER (Q3956271) (← links)
• Systolic approach to square root information Kalman filtering (Q4733803) (← links)
• On the application of discrete square-root information filtering† (Q4773570) (← links)
• Square-root RTS smoothing algorithms (Q4858852) (← links)
• Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems (Q6069342) (← links)
• NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements (Q6542493) (← links)
• Sequential maximum correntropy Kalman filtering (Q6563304) (← links)