Multiresolution Markov models for signal and image processing
AS Willsky - Proceedings of the IEEE, 2002 - ieeexplore.ieee.org
Reviews a significant component of the rich field of statistical multiresolution (MR) modeling
and processing. These MR methods have found application and permeated the literature of …
and processing. These MR methods have found application and permeated the literature of …
Nonlinear Bayesian state estimation: A review of recent developments
Online estimation of the internal states is a perquisite for monitoring, control, and fault
diagnosis of many engineering processes. A cost effective approach to monitor these …
diagnosis of many engineering processes. A cost effective approach to monitor these …
[图书][B] Discrete Hamiltonian systems: Difference equations, continued fractions, and Riccati equations
C Ahlbrandt, AC Peterson - 2013 - books.google.com
This book should be accessible to students who have had a first course in matrix theory. The
existence and uniqueness theorem of Chapter 4 requires the implicit function theorem, but …
existence and uniqueness theorem of Chapter 4 requires the implicit function theorem, but …
Set-membership estimation for linear time-varying descriptor systems
This paper considers the problem of set-membership estimation for discrete-time linear time-
varying descriptor systems subject to unknown but bounded disturbance and noise. We …
varying descriptor systems subject to unknown but bounded disturbance and noise. We …
Optimal filtering for systems with unknown inputs
M Hou, RJ Patton - IEEE transactions on Automatic Control, 1998 - ieeexplore.ieee.org
An optimal filtering formula is derived for linear time-varying discrete systems with unknown
inputs. By making use of the well-known innovations filtering technique, the derivation is an …
inputs. By making use of the well-known innovations filtering technique, the derivation is an …
Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations
VM Becerra, PD Roberts, GW Griffiths - Control Engineering Practice, 2001 - Elsevier
This paper describes a method for the state estimation of nonlinear systems described by a
class of differential-algebraic equation models using the extended Kalman filter. The method …
class of differential-algebraic equation models using the extended Kalman filter. The method …
Kalman filtering with unknown inputs via optimal state estimation of singular systems
M Darouach, M Zasadzinski, AB Onana… - … journal of systems …, 1995 - Taylor & Francis
A new method to design a Kalman filter for linear discrete-time systems with unknown inputs
is presented. The algorithm recently developed for stochastic singular systems is applied to …
is presented. The algorithm recently developed for stochastic singular systems is applied to …
Multiscale systems, Kalman filters, and Riccati equations
KC Chou, AS Willsky… - IEEE Transactions on …, 1994 - ieeexplore.ieee.org
An algorithm analogous to the Rauch-Tung-Striebel algorithm/spl minus/consisting of a fine-
to-coarse Kalman filter-like sweep followed by a coarse-to-fine smoothing step/spl …
to-coarse Kalman filter-like sweep followed by a coarse-to-fine smoothing step/spl …
H∞ observers design for a class of nonlinear singular systems
M Darouach, L Boutat-Baddas, M Zerrougui - Automatica, 2011 - Elsevier
The present paper is devoted to the H∞ observer or filter design problem for a class of
Lipschitz nonlinear singular systems. The approach is based on the parameterization of the …
Lipschitz nonlinear singular systems. The approach is based on the parameterization of the …
Robust Kalman filter for descriptor systems
JY Ishihara, MH Terra… - IEEE Transactions on …, 2006 - ieeexplore.ieee.org
Robust Kalman filter for descriptor systems Page 1 1354 IEEE TRANSACTIONS ON
AUTOMATIC CONTROL, VOL. 51, NO. 8, AUGUST 2006 [18] ——, “ H -optimal control of …
AUTOMATIC CONTROL, VOL. 51, NO. 8, AUGUST 2006 [18] ——, “ H -optimal control of …