scientific article

zbMath0688.93058MaRDI QIDQ3993534

John B. Moore, Brian D. O. Anderson

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

adaptive filteringextended Kalman filterKalman filteringnonlinear discrete-time filteringdiscrete-time linear filteringfiltering with coloured noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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Part I. The filtering-smoothing equation ⋮ Dynamic state prediction and hierarchical filtering for power system state estimation ⋮ Kalman filter with outliers and missing observations ⋮ Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs ⋮ Tidal flow forecasting using reduced rank square root filters ⋮ Optimal controller properties from closed-loop experiments ⋮ Dual adaptive control of nonlinear stochastic systems using neural networks ⋮ Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty ⋮ A finite-difference method for linearization in nonlinear estimation algorithms ⋮ Nonlinear and nonnormal filters using Monte Carlo methods ⋮ Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models ⋮ State inverse and decorrelated state stochastic approximation ⋮ Extension of minimum variance estimation for systems with unknown inputs. ⋮ Nonlinear state estimation, indistinguishable states, and the extended Kalman filter ⋮ Recursive prediction error algorithms without a stability test ⋮ Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering) ⋮ A minimum variance property of Levinson predictors using variograms ⋮ Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing ⋮ An explicit expression for the discrete-time fixed-lag smoothing equation ⋮ Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model ⋮ Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics ⋮ Direct design from data of optimal filters for LPV systems ⋮ Derivative-free estimation methods: new results and performance analysis ⋮ Sensitivity limitations for multivariable linear filtering ⋮ An active fault-tolerant PWM tracker for unknown nonlinear stochastic hybrid systems: NARMAX model and OKID-based state-space self-tuning control ⋮ Three dimensional acoustic source localization and tracking using statistically weighted hybrid particle filtering algorithm ⋮ On use of the Kalman filter for spatial smoothing ⋮ Simultaneous parameter tracking and state estimation in a linear system ⋮ Linear optimal filtering for discrete-time systems with random jump delays ⋮ A robust estimation scheme for clock phase offsets in wireless sensor networks in the presence of non-Gaussian random delays ⋮ Time series analysis via mechanistic models ⋮ Signal extraction and filtering by linear semiparametric methods ⋮ Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise ⋮ Perturbation analysis and condition numbers of symmetric algebraic Riccati equations ⋮ Sequential calibration of options ⋮ Error stability properties of generalized gradient-type algorithms ⋮ Parameter estimation in commodity markets: a filtering approach ⋮ Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters ⋮ Linear minimum variance estimators for systems with bounded random measurement delays and packet dropouts ⋮ Applications of quasi-periodic oscillation models to seasonal small count time series. ⋮ New \(\mathcal H_{2}\) filter for uncertain singular systems using strict LMIs ⋮ An equilibrium model of insider trading in continuous time ⋮ Training ANFIS as an identifier with intelligent hybrid stable learning algorithm based on particle swarm optimization and extended Kalman filter ⋮ Stability and implementable \(\mathbb H_{\infty }\) filters for singular systems with nonlinear perturbations ⋮ Adaptive load forecasting of the Hellenic electric grid ⋮ Test models for improving filtering with model errors through stochastic parameter estimation ⋮ Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation ⋮ Oversampled phase tracking in digital communications with large excess bandwidth ⋮ Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers ⋮ The filter design from data (FD2) problem: nonlinear set membership approach ⋮ Hermitian polynomial matrices, isometries and inertial signs ⋮ Application of the Fokker-Planck equation to data assimilation into hydrodynamical models ⋮ A separated bias identification and state estimation algorithm for nonlinear systems ⋮ On stability of random Riccati equations ⋮ A computationally efficient Kalman smoother for the evaluation of the \(\text{CH}_4\) budget in Europe ⋮ Missing observations in ARIMA models: Skipping approach versus additive outlier approach ⋮ Identification and optimal estimation of random fields from scattered pointwise data ⋮ Adaptive control with nonlinear filtering ⋮ Convergence properties of gradient descent noise reduction ⋮ A band method approach to a positive expansion problem in a unitary dilation setting ⋮ A synopsis of the smoothing formulae associated with the Kalman filter ⋮ Multidimensional assignment formulation of data association problems arising from multitarget and multisensor tracking ⋮ Local scale models. State space alternative to integraded GARCH processes ⋮ Optimization with respect to covariance sequence parameters ⋮ Linear complexity algorithms for semiseparable matrices ⋮ Control-bounded analog-to-digital conversion ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ Robust centralized and integrated covariance intersection fusion Kalman estimators for networked mixed‐uncertain systems ⋮ Modelling the travel time of transit vehicles in real‐time through a GTFS‐based road network using GPS vehicle locations ⋮ Method to filter the updated input of P-type ILC controllers with communication delays and noises ⋮ On new variance approximations for linear models with inequality constraints ⋮ Man-in-the-middle attack against cyber-physical systems under random access protocol ⋮ Distributed maximum correntropy unscented Kalman filtering with state equality constraints ⋮ Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses ⋮ Robust fusion filter for multisensor descriptor system with uncertain‐variance noises and packet dropout ⋮ A reduced basis ensemble Kalman method ⋮ A distributed algorithm for state estimation of dynamic coupled and networked systems with cross‐correlated noises ⋮ State estimation for systems with unobservable packet losses: Approximate estimation, stability, and performance analysis ⋮ Robust linearly constrained extended Kalman filter for mismatched nonlinear systems ⋮ SSUE: Simultaneous state and uncertainty estimation for dynamical systems ⋮ Optimal input filtering for networked iterative learning control systems with packet dropouts and channel noises in both sides ⋮ Digital H∞ filter design for a low frequency multiple‐input multiple‐output system with multirate measurements ⋮ Event-triggered risk-sensitive smoothing for linear Gaussian systems ⋮ Diffuse Kalman filtering with linear constraints on the state parameters ⋮ Robust estimation algorithm based on prior probability statistics ⋮ Precision-based sampling for state space models that have no measurement error ⋮ Bayesian inference of mesoscale mechanical properties of mortar using experimental data from a double shear test ⋮ Optimal stealthy attack with historical data on cyber-physical systems ⋮ Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems ⋮ Maximization of nonsubmodular functions under multiple constraints with applications ⋮ Stable spline identification of linear systems under missing data ⋮ A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough ⋮ Mean-square convergent continuous state estimation of randomly switched linear systems with unobservable subsystems and stochastic output noises ⋮ Optimal input filters for iterative learning control systems with additive noises, random delays, and data dropouts in both channels ⋮ Robust integrated sequential covariance intersection fusion Kalman filters and their convergence and stability for networked sensor systems with five uncertainties ⋮ Method for filtering the input transmitted by proportional ILC controllers over wireless delay channels ⋮ Window-type detector for stealthy false data injection attack in cyber-physical systems ⋮ Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter ⋮ Secure estimation against non‐fixed channel attacks in cyber‐physical systems ⋮ Optimal completely stealthy attacks against remote estimation in cyber-physical systems ⋮ Distributed optimal \(H_2/H_\infty\) filtering over unreliable wireless sensor networks ⋮ Network steganography based security framework for cyber-physical systems ⋮ Robust Kalman filtering for continuous time-lag systems