A combined MAP and Bayesian scheme for finite data and/or moving horizon estimation

DOI10.1016/j.automatica.2014.02.001zbMath1298.93326OpenAlexW1969958935MaRDI QIDQ463876

Ramón A. Delgado, Graham C. Goodwin

Publication date: 17 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/1053290

zbMATH Keywords

nonlinear filteringmoving horizon estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

A variational Bayes moving horizon estimation adaptive filter with guaranteed stability ⋮ Moving horizon estimation for multirate systems with time-varying time-delays ⋮ MAP moving horizon estimation for threshold measurements with application to field monitoring

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