Pages that link to "Item:Q5267057"
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The following pages link to Linear filtering for bilinear stochastic differential systems with unknown inputs (Q5267057):
Displaying 12 items.
- Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises (Q454929) (← links)
- Optimal filtering over linear observations with unknown parameters (Q602665) (← links)
- On parameter and state estimation for linear differential--algebraic equations (Q875474) (← links)
- Robust state estimation and unknown inputs reconstruction for a class of nonlinear systems: multiobjective approach (Q899247) (← links)
- \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (Q1023375) (← links)
- Mean-square filtering for uncertain linear stochastic systems (Q1957769) (← links)
- Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements (Q2208601) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels (Q2422967) (← links)
- Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems (Q2872535) (← links)
- A decoupled approach to filter design for stochastic systems (Q2954061) (← links)
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors (Q5241000) (← links)
