Pages that link to "Item:Q1679838"
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The following pages link to Bayesian state estimation on finite horizons: the case of linear state-space model (Q1679838):
Displaying 7 items.
- State estimation for jump Markov nonlinear systems of unknown measurement data covariance (Q1996609) (← links)
- Receding horizon unbiased FIR filters and their application to sea target tracking (Q1999254) (← links)
- Robust fixed-lag smoothing under model perturbations (Q2680282) (← links)
- Bayesian prediction mean squared error for state space models with estimated parameters (Q2703256) (← links)
- Bayesian Learning of Degenerate Linear Gaussian State Space Models Using Markov Chain Monte Carlo (Q4620860) (← links)
- Bayesian state estimation in the presence of slow-rate integrated measurement (Q5026602) (← links)
- A new heavy-tailed robust Kalman filter with time-varying process bias (Q6046518) (← links)
