Point estimation, stochastic approximation, and robust Kalman filtering

Point estimation, stochastic approximation, and robust Kalman filtering

Caption title.

Bibliographic Details
Other Authors:	Mitter, S. K. (Sanjoy K.), 1933-
Language:	eng
Published:	Massachusetts Institute of Technology, Laboratory for Information and Decision Systems] 2003
Subjects:	TK7855.M41 E3845 no.2165
Online Access:	http://hdl.handle.net/1721.1/3305

Similar Items

Guaranteed properties of the extended Kalman filter
Published: (2003)

The discrete-time compensated Kalman filter
Published: (2002)

Kalman filtering and Riccati equations for descriptor systems
Published: (2003)

Multiscale systems, Kalman filters, and Riccati equations
Published: (2003)

Kalman filtering and Riccati equations for descriptor systems
Published: (2002)

Incremental least squares methods and the extended Kalman filter
Published: (2003)

Asynchronous stochastic approximation and Q-learning
Published: (2003)

Filtering and stochastic control : a historical perspective
Published: (2003)

Stable linear approximations to dynamic programming for stochastic control problems with local transitions
Published: (2003)

Lattice approximation in the stochastic quantization of ([phi]4Ì³)2Ì³fields
Published: (2003)

Modeling and estimation for multiresolution stochastic processes
Published: (2003)

Modeling and estimation of multiresolution stochastic processes
Published: (2002)

Real time estimation of the heaving and pitching motions of a ship using a Kalman filter
Published: (2003)

Recursive and iterative estimation algorithms for multi-resolution stochastic processes
Published: (2003)

Recursive and iterative estimation algorithms for multi-resolution stochastic processes
Published: (2003)

Approximations for nonlinear filtering
Published: (2003)

Stability, stochastic stationarity, and generalized Lyapunov equations for two-point boundary-value descriptor systems
Published: (2003)

Stability, stochastic stationarity and generalized Lyapunov equations for two-point boundary-value descriptor systems
Published: (2003)

Robust recursive estimation in the presence of heavy-tailed observation noise
Published: (2003)

A distributed and iterative method for square root filtering in space-time estimation
Published: (2003)

Stochastic quantization
Published: (2003)

Real time prediction of marine vessel motions using Kalman filtering techniques
Published: (2003)

A Kalman filter solution of the inverse scattering problem with a rational reflection coefficient
Published: (2002)

Intrinsic nilpotent approximation to filtered lie algebras
Published: (2003)

On the stochastic scheduling of a tree
Published: (2003)

On the stability of bilinear stochastic systems
Published: (2003)

Kalman estimation for a class of rational isotropic random fields
Published: (2002)

An analysis of temporal-difference learning with function approximation
Published: (2003)

Rollout algorithms for stochastic scheduling problems
Published: (2003)

Stochastic shortest path problems with recourse
Published: (2003)

An analysis of stochastic shortest path problems
Published: (2003)

Equilibrium concepts in stochastic multicriteria optimization
Published: (2002)

Crosstalk analysis and filter optimization of single- and double-cavity Fabry-Perot filters
Published: (2003)

Crosstalk analysis and filter optimization of single- and double-cavity Fabry-Perot filters
Published: (2003)

Approximating optimal state feedback using neural networks
Published: (2003)

Logarithmic Sobolev inequalities and stochastic Ising models
Published: (2003)

Expansions for determinants and for characteristic polynomials of stochastic matrices
Published: (2003)

Capital accumulation in a stochastic decentralized economyy
Published: (2002)

Series expansions for nonlinear filters
Published: (2003)

Lyapunov exponents for filtering problems
Published: (2003)