Estimation, control, and the discrete Kalman filter
From MaRDI portal
Publication:1188574
zbMath0685.93001MaRDI QIDQ1188574
Publication date: 17 September 1992
Published in: Applied Mathematical Sciences (Search for Journal in Brave)
entropysmoothinglinear estimationKalman filteringminimum variance estimationfixed interval smoothinglinear tracking problem
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Related Items
Optimal control via asynchronous communication channels, Sampling the posterior: an approach to non-Gaussian data assimilation, Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems, Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated, Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media, On the optimal control of stochastic linear systems with contaminated partial observations, Rapprochement between bounded‐error and stochastic estimation theory, On practical implementation of robust kalman filtering, A recursive approach for estimating missing observations in an univariate time series, On probabilistic parametric inference, Unnamed Item, Parameter Estimation for Partially Observed Hypoelliptic Diffusions, A note on linear combination of predictors, Sensor selection for Kalman filtering of linear dynamical systems: complexity, limitations and greedy algorithms, Parameter identification in explicit structural dynamics: performance of the extended Kalman filter, Modelling the HIV epidemic: A state-space approach, The problem of LQG optimal control via a limited capacity communication channel, Optimal Control and Observation Locations for Time-Varying Systems on a Finite-Time Horizon, Unnamed Item, Some state space models of HIV pathogenesis under treatment by anti-viral drugs in HIV-infected individuals, Kalman filter data assimilation: Targeting observations and parameter estimation, Tracking elementary particles near their primary vertex: A combinatorial approach, Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach, Estimation of HIV infection and incubation via state space models, Bayesian Inverse Problems and Kalman Filters, A state space model for the HIV epidemic in homosexual populations and some applications, Parameter identification of a cohesive crack model by Kalman filter