Pages that link to "Item:Q912064"
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The following pages link to On Kalman filtering for conditionally Gaussian systems with random matrices (Q912064):
Displaying 12 items.
- Stochastic analysis and control of real-time systems with random time delays (Q1129657) (← links)
- Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter (Q1287612) (← links)
- Stochastic optimal control and analysis of stability of networked control systems with long delay. (Q1421413) (← links)
- Determining the upper bound of the spectral norm of a random matrix and its application to diagnosis of the Kalman filter (Q1780234) (← links)
- Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty (Q1877195) (← links)
- The problem of pole-zero cancellation in transfer function identification and application to adaptive stabilization (Q1923068) (← links)
- Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses (Q2461352) (← links)
- Randomized algorithms for the synthesis of cautious adaptive controllers (Q2503487) (← links)
- (Q3644641) (← links)
- Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (Q3727192) (← links)
- Recent results on least squares-based adaptive control of linear stochastic systems in white noise. (Q5955747) (← links)
- Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model (Q6617823) (← links)
