Optimal asynchronous estimation of 2D Gaussian–Markov processes
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Publication:5497426
DOI10.1080/00207721.2011.604737zbMath1307.93402OpenAlexW2134054471MaRDI QIDQ5497426
Mariusz Domżalski, Zdzisław Kowalczuk
Publication date: 4 February 2015
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2011.604737
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)
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Cites Work
- Adaptive fading Kalman filter with an application
- Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter
- Bayesian identification of stochastic linear systems with observations at multiple scales
- Some explicit formulas for the matrix exponential
- The modeling and estimation of asynchronous multirate multisensor dynamic systems
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