Pages that link to "Item:Q3321958"
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The following pages link to Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems (Q3321958):
Displaying 42 items.
- Linear-quadratic switching control with switching cost (Q445146) (← links)
- Strong solutions of the discrete-time algebraic Riccati equation (Q584215) (← links)
- Continuity and monotonicity of the MPC value function with respect to sampling time and prediction horizon (Q901222) (← links)
- Kalman filtering with faded measurements (Q1049080) (← links)
- Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples (Q1060177) (← links)
- A novel narrow band digital filter and its application to multivariable system identification (Q1082325) (← links)
- Discrete minimax linear quadratic regulation of continuous-time systems (Q1096580) (← links)
- An adaptive control algorithm for linear systems having unknown time delay (Q1111507) (← links)
- Some new results on algebraic Riccati equations arising in linear quadratic differential games and stabilization on uncertain linear systems (Q1115383) (← links)
- A comparison theorem for matrix Riccati difference equations (Q1195839) (← links)
- Simultaneous parameter tracking and state estimation in a linear system (Q1261094) (← links)
- Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions (Q1331205) (← links)
- Infinite-horizon linear-quadratic control with end-point state penalty term: The discrete-time case (Q1362640) (← links)
- Convergence of nonlinear filters for randomly perturbed dynamical systems (Q1416671) (← links)
- A fast and stable method to compute the likelihood of time invariant state-space models. (Q1606272) (← links)
- On the solution of discrete-time Markovian jump linear quadratic control problems (Q1894439) (← links)
- Discrete-time LQG dynamic controller design using plant Markov parameters (Q1899565) (← links)
- Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem (Q1904426) (← links)
- Convergent properties of Riccati equation with application to stability analysis of state estimation (Q1992496) (← links)
- Asymptotic dynamics of Hermitian Riccati difference equations (Q2033434) (← links)
- On adaptive linear-quadratic regulators (Q2184529) (← links)
- Online stochastic convergence analysis of the Kalman filter (Q2444208) (← links)
- Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems (Q2472405) (← links)
- On the confidentiality of controller states under sensor attacks (Q2662292) (← links)
- An existence and monotonicity theorem for the discrete algebraic matrix Riccati equation (Q3029127) (← links)
- On stable simultaneous input and state estimation for discrete-time linear systems (Q3100678) (← links)
- Optimal consensus-based distributed estimation with intermittent communication (Q3102849) (← links)
- Extension of Friedland's bias filtering technique to discrete-time systems with unknown inputs (Q3124278) (← links)
- On Optimal Quadratic Regulation for Discrete-Time Switched Linear Systems (Q3523138) (← links)
- Estimation of atmospheric CO<sub>2</sub>concentration using Kalman filtering (Q3713967) (← links)
- Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices (Q3743234) (← links)
- Simple method for solving the constant gains of Kalman filters with single output (Q3762212) (← links)
- Riccati differential equation in optimal filtering of periodic non-stabilizable systems (Q3772104) (← links)
- On the Time-Varying Riccati Difference Equation of Optimal Filtering (Q4030355) (← links)
- State estimation of stochastic singular linear systems: convergence and stability (Q4693337) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- Robust Stability of Full Information Estimation (Q5157376) (← links)
- Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure (Q5430504) (← links)
- Prediction theory for autoregressivemoving average processes (Q5750234) (← links)
- On the design of a stable adaptive filter for state estimation in high dimensional systems (Q5930058) (← links)
- Performance metric and analytical gain optimality for set-based robust fault detection (Q6537335) (← links)
- A limit Kalman filter and smoother for systems with unknown inputs (Q6541887) (← links)
