Kalman Filtering and Forecasting Algorithms with Use of Nonparametric Functional Estimators

Кошкин, Г. М.; Smagin, Valery I.

doi:10.1007/978-3-319-41582-6_6

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Extrapolator Synthesis1

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Cited by 3 publications

(2 citation statements)

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“…Applying the rules of differentiating the trace function from the matrix [15], we calculate the derivatives…”

Section: Extrapolator Synthesismentioning

confidence: 99%

See 1 more Smart Citation

Identification of discrete time systems with random jump parameters and incomplete information

Kim¹,

Smagin²

2021

Tomsk State University Journal of Control and Computer Science

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“…Applying the rules of differentiating the trace function from the matrix [15], we calculate the derivatives…”

Section: Extrapolator Synthesismentioning

confidence: 99%

“…The solution was obtained using the separation principle, Kalman extrapolator and the vector of estimates of the unknown input [12][13][14][15]. It is proposed to select a filter transmission matrix based on minimizing the sum of quadratic forms of estimation errors.…”

mentioning

confidence: 99%