Mean-square estimation of nonlinear functionals via Kalman filtering
From MaRDI portal
Publication:2333923
DOI10.3390/sym10110630zbMath1423.94015OpenAlexW2900898527MaRDI QIDQ2333923
Publication date: 13 November 2019
Published in: Symmetry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/sym10110630
Kalman filteringnonlinear functionalmean square errorquadratic functionaldiscrete-time systemmultivariate normal distribution
Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimax quadratic estimation of a quadratic functional
- Optimal adaptive estimation of a quadratic functional
- Estimation for the nonlinear functional relationship
- Estimation of nonlinear functions of state vector for linear systems with time-delays and uncertainties
- Control of nonlinear vibrations using the adjoint method
- Adaptive estimation of a quadratic functional by model selection.
- From moments of sum to moments of product
- Minimax Rates of Entropy Estimation on Large Alphabets via Best Polynomial Approximation
- Minimax Estimation of Functionals of Discrete Distributions
- On estimation of parameters of Gaussian stationary processes
- Higher order influence functions and minimax estimation of nonlinear functionals
- THE DISTRIBUTION OF PERIODOGRAM ORDINATES
- Maximum Likelihood Estimation of Functionals of Discrete Distributions
- Direct Estimation of Density Functionals Using a Polynomial Basis
- Nonlinear functionals of the periodogram
- CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
- Expectations of products of quadratic forms in normal variables
- Unbiased Finite Impluse Response Filtering: An Iterative Alternative to Kalman Filtering Ignoring Noise and Initial Conditions
- Estimation of Nonlinear Functionals of Densities With Confidence
- Transformed Unscented Kalman Filter
This page was built for publication: Mean-square estimation of nonlinear functionals via Kalman filtering
