Brunel University Research Archive (BURA) >

Browsing by Subject Kalman filtering

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:   
Sort by: In order: Results/Page Authors/Record:
Showing results 1 to 7 of 7
Issue DateTitleAuthor(s)
2011Linear and nonlinear filtering in mathematical finance: a reviewDate, P; Ponomareva, K
2006Linear State Models for Volatility Estimation and PredictionHawkes, R; Date, P
2009Robust filtering with randomly varying sensor delay: The finite-horizon caseYang, F; Wang, Z; Feng, G; Liu, X
2000Robust H2/H∞ filtering for linear systems with error variance constraintsWang, Z; Huang, B
1997Robust H2/H∞-state estimation for discrete-time systems with error variance constraintsWang, Z; Guo, Z; Unbehauen, H
2001Sampled-data filtering with error covariance assignmentWang, Z; Huang, B; Huo, P
2003Variance-constrained filtering for uncertain stochastic systems with missing measurementsWang, Z; Ho, DWC; Liu, X
Showing results 1 to 7 of 7

 


Library (c) Brunel University.    Powered By: DSpace
Send us your
Feedback. Last Updated: September 14, 2010.
Managed by:
Hassan Bhuiyan