An organizing principle for dynamic estimation

DOI10.1007/BF00939418zbMath0667.93100OpenAlexW2042130388MaRDI QIDQ1117890

S. H. Smith

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939418

zbMATH Keywords

smoothingmodel misspecificationmulticriteria frameworksequential estimation of process states

Mathematics Subject Classification ID

Related Items (5)

A multicriteria approach to model specification and estimation ⋮ A note on flexible least squares ⋮ A further note on flexible least squares and Kalman filtering ⋮ An omnibus noise filter ⋮ Work by Robert Kalaba on multicriteria estimation

Cites Work

• Shortest paths in networks with vector weights
• Essays and surveys on multiple criteria decision making. Proceedings of the Fifth International Conference on Multiple Criteria Decision Making, Mons, Belgium, August 9-13, 1982
• U.S. money demand instability. A flexible least squares approach
• Time-varying linear regression via flexible least squares
• A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters
• Vector-valued optimization problems in control theory. Transl. from the Russian by John L. Casti
• DYNAMIC PROGRAMMING, SEQUENTIAL ESTIMATION AND SEQUENTIAL DETECTION PROCESSES
• A Dynamic Programming Approach to Sequential Pattern Recognition
• Tests of specification in econometrics
• An exact sequential solution procedure for a class of discrete-time nonlinear estimation problems
• Aspects of Partial Decisionmaking--Kernels of Quasi-Ordered Sets
• Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
• Decision-Making in a Fuzzy Environment
• Exact sequential filtering, smoothing and prediction for nonlinear systems
• Smoothing noisy data with spline functions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: An organizing principle for dynamic estimation