Minimax state estimation for linear stochastic systems with an uncertain parameter

Applicationes Mathematicae ◽

10.4064/am-21-1-33-42 ◽

1991 ◽

Vol 21 (1) ◽

pp. 33-42

Author(s):

Andrzej Grzybowski

Keyword(s):

State Estimation ◽

Stochastic Systems ◽

Uncertain Parameter ◽

Linear Stochastic Systems

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Simultaneous mode, input and state estimation for switched linear stochastic systems

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5306 ◽

2020 ◽

Vol 31 (2) ◽

pp. 640-661

Author(s):

Sze Zheng Yong ◽

Minghui Zhu ◽

Emilio Frazzoli

Keyword(s):

State Estimation ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Improved Input and State Estimation for Linear Stochastic Systems with Direct Feedthrough

Asian Journal of Control ◽

10.1002/asjc.1850 ◽

2018 ◽

Vol 22 (1) ◽

pp. 156-167

Author(s):

Bo Ding ◽

Tianping Zhang ◽

Huajing Fang

Keyword(s):

State Estimation ◽

Stochastic Systems ◽

Linear Stochastic Systems

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State Estimation of Linear Stochastic Systems with Coefficients Depending on a Markov Chain

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.15.345 ◽

1979 ◽

Vol 15 (3) ◽

pp. 345-352

Author(s):

Yoshiki TAKEUCHI ◽

Hajime AKASHI

Keyword(s):

Markov Chain ◽

State Estimation ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Minimax state estimation for linear stochastic systems with noise uncertainty

IEEE Transactions on Automatic Control ◽

10.1109/tac.1981.1102756 ◽

1981 ◽

Vol 26 (4) ◽

pp. 902-906 ◽

Author(s):

V. Poor ◽

D. Looze

Keyword(s):

State Estimation ◽

Stochastic Systems ◽

Noise Uncertainty ◽

Linear Stochastic Systems

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Minimax state estimation for linear stochastic systems with noise uncertainty

10.1109/cdc.1980.271956 ◽

1980 ◽

Author(s):

H. Poor ◽

Douglas Looze

Keyword(s):

State Estimation ◽

Stochastic Systems ◽

Noise Uncertainty ◽

Linear Stochastic Systems

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SUBOPTIMAL STATE ESTIMATION FOR UNCERTAIN MULTISENSOR DISCRETE-TIME LINEAR STOCHASTIC SYSTEMS

IFAC Proceedings Volumes ◽

10.3182/20070829-3-ru-4911.00018 ◽

2007 ◽

Vol 40 (13) ◽

pp. 115-120

Author(s):

Tyagi Deepak ◽

Georgy Shevlyakov ◽

Kiseon Kim ◽

Vladimir Shin

Keyword(s):

State Estimation ◽

Discrete Time ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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Strong Consistency of Variable Selection for Stationary Linear Stochastic Systems

2019 Chinese Control Conference (CCC) ◽

10.23919/chicc.2019.8866312 ◽

2019 ◽

Author(s):

ZHAO Wenxiao ◽

YIN G. George ◽

BAI Er-Wei

Keyword(s):

Variable Selection ◽

Strong Consistency ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces

Journal of Mathematical Sciences ◽

10.1007/s10958-021-05303-8 ◽

2021 ◽

Author(s):

I. H. Novak ◽

A. O. Stanzhytskyi

Keyword(s):

Hilbert Spaces ◽

Invariant Measures ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems

European Journal of Control ◽

10.1016/j.ejcon.2021.02.002 ◽

2021 ◽

Vol 59 ◽

pp. 58-68 ◽

Author(s):

Gennady Yurievich Kulikov ◽

Maria Vyacheslavovna Kulikova

Keyword(s):

State Estimation ◽

Kalman Filters ◽

Stochastic Systems ◽

Square Root ◽

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Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion

Stochastic Analysis and Applications ◽

10.1081/sap-200029489 ◽

2004 ◽

Vol 22 (6) ◽

pp. 1487-1509 ◽

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Stochastic Systems ◽

Linear Stochastic Systems

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