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This paper investigates the linear minimum mean square error estimation for discrete-time Markovian ...
We study the problem of mixed least-meansquares /H 1 -optimal (or mixed H 2 =H 1 -optimal) est...
Stochastic linear systems subject to time-varying parameter uncertainties affecting both system dyna...
This item was digitized from a paper original and/or a microfilm copy. If you need higher-resolution...
A new class of discrete-time optimal linear estimators is introduced that minimizes estimation error...
This paper investigates the problem of state estimation for discrete-time stochastic systems with li...
In this paper, we present a unified optimal and exponentially stable filter for linear discrete-time...
This paper presents an optimal discrete time reduced order Kalman filter. The reduced order filter i...
This paper presents all optimal discrete time reduced order Kalman filter. The reduced order filter ...
Deposited with permission of the author. © 1998 Dr. Jamie Scott EvansThe focus of this thesis is non...
We consider the problem of approximating optimal in the MMSE sense non-linear filters in a discrete ...
Optimal filtering applied to stationary and non-stationary signals provides the most efficient means...
The problem of model reduction covers a wide spectrum of methodologies and applications. In view of ...
An orthonormal filter is used to obtain minimum-order, mathematical models of linear, multivariable,...
AbstractA result of Godambe [1] on optimal combination of estimating functions for discrete time sto...
This paper investigates the linear minimum mean square error estimation for discrete-time Markovian ...
We study the problem of mixed least-meansquares /H 1 -optimal (or mixed H 2 =H 1 -optimal) est...
Stochastic linear systems subject to time-varying parameter uncertainties affecting both system dyna...
This item was digitized from a paper original and/or a microfilm copy. If you need higher-resolution...
A new class of discrete-time optimal linear estimators is introduced that minimizes estimation error...
This paper investigates the problem of state estimation for discrete-time stochastic systems with li...
In this paper, we present a unified optimal and exponentially stable filter for linear discrete-time...
This paper presents an optimal discrete time reduced order Kalman filter. The reduced order filter i...
This paper presents all optimal discrete time reduced order Kalman filter. The reduced order filter ...
Deposited with permission of the author. © 1998 Dr. Jamie Scott EvansThe focus of this thesis is non...
We consider the problem of approximating optimal in the MMSE sense non-linear filters in a discrete ...
Optimal filtering applied to stationary and non-stationary signals provides the most efficient means...
The problem of model reduction covers a wide spectrum of methodologies and applications. In view of ...
An orthonormal filter is used to obtain minimum-order, mathematical models of linear, multivariable,...
AbstractA result of Godambe [1] on optimal combination of estimating functions for discrete time sto...
This paper investigates the linear minimum mean square error estimation for discrete-time Markovian ...
We study the problem of mixed least-meansquares /H 1 -optimal (or mixed H 2 =H 1 -optimal) est...
Stochastic linear systems subject to time-varying parameter uncertainties affecting both system dyna...