Robust estimation for discrete‐time state space models

Scandinavian Journal of Statistics ◽

10.1111/sjos.12482 ◽

2020 ◽

Author(s):

William H. Aeberhard ◽

Eva Cantoni ◽

Chris Field ◽

Hans R. Künsch ◽

Joanna Mills Flemming ◽

...

Keyword(s):

State Space ◽

Robust Estimation ◽

Discrete Time ◽

State Space Models

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Robust Estimation of Linear State Space Models

SSRN Electronic Journal ◽

10.2139/ssrn.3068633 ◽

2017 ◽

Author(s):

Ruben Crevits ◽

Christophe Croux

Keyword(s):

State Space ◽

Robust Estimation ◽

State Space Models ◽

Linear State

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Linear Optimal FIR Estimation of Discrete Time-Invariant State-Space Models

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2010.2045422 ◽

2010 ◽

Vol 58 (6) ◽

pp. 3086-3096 ◽

Cited By ~ 102

Author(s):

Yuriy S. Shmaliy

Keyword(s):

State Space ◽

Discrete Time ◽

State Space Models ◽

Invariant State ◽

Time Invariant

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Robust stability bounds on time-varying perturbations for state-space models of linear discrete-time systems

International Journal of Control ◽

10.1080/00207178908953354 ◽

1989 ◽

Vol 50 (1) ◽

pp. 151-159 ◽

Cited By ~ 110

Author(s):

S. R. KOLLA ◽

R. K. YEDAVALLI ◽

J. B. FARISON

Keyword(s):

State Space ◽

Robust Stability ◽

Discrete Time ◽

State Space Models ◽

Time Varying ◽

Discrete Time Systems ◽

Time Systems

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On the structure of state-space models for discrete-time stochastic vector processes

IEEE Transactions on Automatic Control ◽

10.1109/tac.1984.1103549 ◽

1984 ◽

Vol 29 (5) ◽

pp. 418-432 ◽

Cited By ~ 29

Author(s):

A. Lindquist ◽

M. Pavon

Keyword(s):

State Space ◽

Discrete Time ◽

State Space Models ◽

Stochastic Vector

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Minimum Variance FIR Smoothers for Discrete-Time State Space Models

IEEE Signal Processing Letters ◽

10.1109/lsp.2007.891840 ◽

2007 ◽

Vol 14 (8) ◽

pp. 557-560 ◽

Cited By ~ 29

Author(s):

Bo Kyu Kwon ◽

Soohee Han ◽

Oh Kyu Kwon ◽

Wook Hyun Kwon

Keyword(s):

State Space ◽

Discrete Time ◽

Minimum Variance ◽

State Space Models

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An Optimal FIR Filter for Discrete Time-varying State Space Models

Journal of Institute of Control Robotics and Systems ◽

10.5302/j.icros.2011.17.12.1183 ◽

2011 ◽

Vol 17 (12) ◽

pp. 1183-1187 ◽

Cited By ~ 4

Author(s):

Bo-Kyu Kwon

Keyword(s):

State Space ◽

Discrete Time ◽

Fir Filter ◽

State Space Models ◽

Time Varying ◽

Optimal Fir Filter

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An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models

Journal of Institute of Control Robotics and Systems ◽

10.5302/j.icros.2014.13.1946 ◽

2014 ◽

Vol 20 (1) ◽

pp. 1-5 ◽

Cited By ~ 3

Author(s):

Bo-Kyu Kwon ◽

Soohee Han

Keyword(s):

State Space ◽

Discrete Time ◽

State Space Models ◽

Time Varying

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Studies of discrete-time unbiased FIR filters of polynomial state-space models

Melecon 2010 - 2010 15th IEEE Mediterranean Electrotechnical Conference ◽

10.1109/melcon.2010.5476347 ◽

2010 ◽

Author(s):

Yuriy S. Shmaliy ◽

Oscar Ibarra-Manzano

Keyword(s):

State Space ◽

Discrete Time ◽

State Space Models ◽

Fir Filters

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Robust ℋ℞ filtering for linear discrete-time state-space models with uncertain time-varying parameters

IEEE International Conference on Acoustics Speech and Signal Processing ◽

10.1109/icassp.2002.5745811 ◽

2002 ◽

Author(s):

Karina A. Barbosa ◽

Alexandre Trofino ◽

Carlos E. de Souza

Keyword(s):

State Space ◽

Discrete Time ◽

State Space Models ◽

Time Varying ◽

Varying Parameters ◽

Time Varying Parameters ◽

Uncertain Time

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Discrete Time Approximation of Continuous Time Nonlinear State Space Models * *This work was supported in part by the Fund for Scientific Research (FWO-Vlaanderen), by the Flemish Government (Methusalem), the Belgian Government through the Inter university Poles of Attraction (IAP VII) Program, and by the ERC advanced grant SNLSID, under contract 320378.

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2017.08.1556 ◽

2017 ◽

Vol 50 (1) ◽

pp. 8339-8346

Author(s):

J. Schoukens ◽

R. Relan ◽

M. Schoukens

Keyword(s):

State Space ◽

Discrete Time ◽

Continuous Time ◽

Scientific Research ◽

State Space Models ◽

Time Approximation ◽

Discrete Time Approximation ◽

Nonlinear State Space Models ◽

Nonlinear State

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