-
1
-
-
0015385037
-
Nonlinear Bayesian estimation using Gaussian sum approximations
-
Aug.
-
D. L. Alspach and H. W. Sorenson, “Nonlinear Bayesian estimation using Gaussian sum approximations,” IEEE Trans. Automat. Contr., vol. AC-17, pp. 439-448, Aug. 1972.
-
(1972)
IEEE Trans. Automat. Contr.
, vol.AC-17
, pp. 439-448
-
-
Alspach, D.L.1
Sorenson, H.W.2
-
3
-
-
84943735481
-
Discrete time stochastic systems, Parts I and II
-
P. Bremand and J. Van Schuppen, “Discrete time stochastic systems, Parts I and II,” Washington Univ., St. Louis, MO, SSM Rep. 7603a and b, 1977.
-
(1977)
Washington Univ.
-
-
Bremand, P.1
Van Schuppen, J.2
-
4
-
-
84943730200
-
Nonlinear filtering for discrete time systems
-
Dec.
-
C. D. de Benito, “Nonlinear filtering for discrete time systems,” Ph.D. thesis proposal, Dep. Syst. Eng., Case Western Reserve Univ., Cleveland, OH, Dec. 1983.
-
(1983)
Ph.D. thesis proposal
-
-
De Benito, C.D.1
-
5
-
-
84943727538
-
Nonlinear filtering for discrete time systems
-
“Nonlinear filtering for discrete time systems,” Ph.D. dissertation, Case Western Reserve Univ., Cleveland, OH, 1985.
-
(1985)
Ph.D. dissertation
-
-
-
7
-
-
0008990694
-
On measure transformation for combined filtering and parameter estimation in discrete time
-
July
-
G. B. Di Massi and W. J. Runggaldier, “On measure transformation for combined filtering and parameter estimation in discrete time,” Syst. Contr. Lett., vol. 2, pp. 57-62, July 1982.
-
(1982)
Syst. Contr. Lett.
, vol.2
, pp. 57-62
-
-
Di Massi, G.B.1
Runggaldier, W.J.2
-
8
-
-
0000259956
-
On transforming a certain class of stochastic processes by absolutely continuous substitution of measure
-
I. V. Girsanov, “On transforming a certain class of stochastic processes by absolutely continuous substitution of measure,” Theory of Probability and its Applications, vol. V, no. 3, pp. 285-301, 1960.
-
(1960)
Theory of Probability and its Applications
, vol.5
, Issue.3
, pp. 285-301
-
-
Girsanov, I.V.1
-
9
-
-
85024429815
-
A new approach to linear filtering and prediction problems
-
Mar.
-
R. E. Kalman, “A new approach to linear filtering and prediction problems,” J. Basic Eng., Trans. ASME, pp. 35-45, Mar. 1960.
-
(1960)
J. Basic Eng.
, pp. 35-45
-
-
Kalman, R.E.1
-
10
-
-
0000759545
-
On distributions admitting a sufficient statistic
-
B. D. Koopman, “On distributions admitting a sufficient statistic,” Trans. Amer. Math. Soc., vol. 39, pp. 399-409, 1936.
-
(1936)
Trans. Amer. Math. Soc.
, vol.39
, pp. 399-409
-
-
Koopman, B.D.1
-
11
-
-
0015039816
-
Optimal state vector estimation for non-Gaussian initial state vector
-
Apr.
-
D. G. Lainiotis, S. K. Park, and R. Krishnaiah, “Optimal state vector estimation for non-Gaussian initial state vector,” IEEE Trans. Automat. Contr., vol. AC-16, pp. 197-198, Apr. 1971.
-
(1971)
IEEE Trans. Automat. Contr.
, vol.AC-16
, pp. 197-198
-
-
Lainiotis, D.G.1
Park, S.K.2
Krishnaiah, R.3
-
12
-
-
0016497608
-
Partitioned linear estimation algorithms: Discrete case
-
Apr.
-
D. G. Lainiotis, “Partitioned linear estimation algorithms: Discrete case,” IEEE Trans. Automat. Contr., vol. AC-20, pp. 255-257, Apr. 1975.
-
(1975)
IEEE Trans. Automat. Contr.
, vol.AC-20
, pp. 255-257
-
-
Lainiotis, D.G.1
-
13
-
-
0004216147
-
Discrete Riccati equation solutions: Partitioned algorithms
-
Aug.
-
“Discrete Riccati equation solutions: Partitioned algorithms,” IEEE Trans. Automat. Contr., vol. AC-20, pp. 555-556, Aug. 1975.
-
(1975)
IEEE Trans. Automat. Contr.
, vol.AC-20
, pp. 555-556
-
-
-
14
-
-
49349121003
-
Discrete Riccati equation solutions: Generalized partitioned algorithms
-
——, “Discrete Riccati equation solutions: Generalized partitioned algorithms,” Inform. Sci., vol. 15, no. 3, pp. 169-185, 1978.
-
(1978)
Inform. Sci.
, vol.15
, Issue.3
, pp. 169-185
-
-
-
15
-
-
78649633723
-
-
New York: Springer-Verlag, 4th ed.
-
M. Loeve, Probability Theory, vol. II. New York: Springer-Verlag, 4th ed., 1978.
-
(1978)
Probability Theory, vol
, vol.2
-
-
Loeve, M.1
-
16
-
-
0020293992
-
Results on the filtering problem for linear systems with non-Gaussian initial conditions
-
Dec.
-
A. M. Makowski, “Results on the filtering problem for linear systems with non-Gaussian initial conditions,” in Proc. IEEE Conf. Decision Contr., Dec. 1982, pp. 201-204.
-
(1982)
Proc. IEEE Conf. Decision Contr.
, pp. 201-204
-
-
Makowski, A.M.1
-
17
-
-
0021641779
-
The nonlinear MMSE filter for partially observed systems driven by non-Gaussian white noise, with application to failure estimation
-
Dec.
-
A. Makowski, W. S. Levine, and M. Ashev, “The nonlinear MMSE filter for partially observed systems driven by non-Gaussian white noise, with application to failure estimation,” in Proc. 23rd IEEE Conf. Decision Contr., Las Vegas, NV, Dec. 1984, pp. 644-650.
-
(1984)
Proc. 23rd IEEE Conf. Decision Contr.
, pp. 644-650
-
-
Makowski, A.1
Levine, W.S.2
Ashev, M.3
-
18
-
-
84912453303
-
Recursive estimation of variables and parameters in stochastic systems described by difference equations
-
V. S. Pugachev, “Recursive estimation of variables and parameters in stochastic systems described by difference equations,” Soviet Math. Dokl., vol. 19, no. 6, pp. 1495-1497, 1978.
-
(1978)
Soviet Math. Dokl.
, vol.19
, Issue.6
, pp. 1495-1497
-
-
Pugachev, V.S.1
-
19
-
-
0019696829
-
Finite dimensional filter systems in discrete time
-
A. Sawitzki, “Finite dimensional filter systems in discrete time,” Stochastics, vol. 5, pp. 107-114, 1981.
-
(1981)
Stochastics
, vol.5
, pp. 107-114
-
-
Sawitzki, A.1
-
20
-
-
0019576089
-
The random distribution method and its applications to the problem of nonlinear filtering in discrete time
-
June
-
E. T. Shapiro, “The random distribution method and its applications to the problem of nonlinear filtering in discrete time,” Radio Eng. Electron. Phys., vol. 26, pp. 48-54. June 1981.
-
(1981)
Radio Eng. Electron. Phys.
, vol.26
, pp. 48-54
-
-
Shapiro, E.T.1
|