Search Results - "Data smoothing in stochastic control theory"

Robust fixed-lag smoothing under model perturbations

Authors: Shenglun Yi Mattia Zorzi

Source: Journal of the Franklin Institute. 360:458-483

Subject Terms: Dynamic games, 0209 industrial biotechnology, Optimization and Control (math.OC), Applications of game theory, FOS: Mathematics, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, 02 engineering and technology, two-player dynamic game, robust fixed-lag smoothing, Mathematics - Optimization and Control, 2-person games

File Description: application/xml; application/pdf

Access URL: http://arxiv.org/abs/2210.16802
https://hdl.handle.net/11577/3471520
https://doi.org/10.1016/j.jfranklin.2022.10.050

Expectation‐maximization‐based infrared target tracking with time‐varying extinction coefficient identification: Expectation-maximization-based infrared target tracking with time-varying extinction coefficient identification

Authors: Linfeng Xu Shun Liu Wanying Zhang et al.

Source: International Journal of Adaptive Control and Signal Processing. 35:221-239

Subject Terms: Taylor expansion error variance, 0209 industrial biotechnology, Estimation and detection in stochastic control theory, Identification in stochastic control theory, expectation-maximization, Adaptive control/observation systems, joint identification and estimation, time-varying, infrared target tracking, Data smoothing in stochastic control theory, 02 engineering and technology, extinction coefficient, Filtering in stochastic control theory

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Access URL: https://zbmath.org/7839196
https://doi.org/10.1002/acs.3201
https://onlinelibrary.wiley.com/doi/abs/10.1002/acs.3201

Identification of Wiener state–space models utilizing Gaussian sum smoothing: Identification of Wiener state-space models utilizing Gaussian sum smoothing

Authors: Cedeño, Angel L. González, Rodrigo Carvajal, Rodrigo et al.

Source: Automatica. 166:111707

Subject Terms: Maximum Likelihood, piecewise polynomial, Identification in stochastic control theory, Piecewise polynomial, Wiener system identification, Data smoothing in stochastic control theory, Piecewise Polynomial, maximum likelihood, EM algorithm, Wiener System Identification, EM Algorithm, Maximum likelihood

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Access URL: https://zbmath.org/7883011
https://doi.org/10.1016/j.automatica.2024.111707

Time‐variant linear optimal finite impulse response estimator for discrete state‐space models: Time-variant linear optimal finite impulse response estimator for discrete state-space models

Authors: Yuriy S. Shmaliy Oscar Ibarra-Manzano

Source: International Journal of Adaptive Control and Signal Processing. 26:95-104

Subject Terms: 0209 industrial biotechnology, Estimation and detection in stochastic control theory, Discrete-time control/observation systems, time-varying model, Linear systems in control theory, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, smoothing, optimal FIR estimator, prediction, 02 engineering and technology, filtering, Filtering in stochastic control theory

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Access URL: https://zbmath.org/6141812
https://doi.org/10.1002/acs.1274
https://onlinelibrary.wiley.com/doi/abs/10.1002/acs.1274

Nonparametric kernel smoothing for model-free fault symptom generation: A note on nonparametric kernel smoothing for model-free fault symptom generation

Authors: FENU, GIANFRANCO PARISINI, Thomas Fenu, Gianfranco et al.

Contributors: FENU, GIANFRANCO PARISINI, Thomas Fenu, Gianfranco et al.

Source: 1999 European Control Conference (ECC). :1619-1624

Subject Terms: 0209 industrial biotechnology, Observability, Reliability, availability, maintenance, inspection in operations research, Data smoothing in stochastic control theory, 02 engineering and technology, 0101 mathematics, 01 natural sciences

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Access URL: https://zbmath.org/1331922
https://doi.org/10.1016/s0005-1098(99)00030-8
http://hdl.handle.net/11368/1706275
http://hdl.handle.net/11368/1693932
http://dblp.uni-trier.de/db/journals/automatica/automatica35.html#FenuP99
https://dblp.uni-trier.de/db/journals/automatica/automatica35.html#FenuP99
https://www.sciencedirect.com/science/article/pii/S0005109899000308
https://hdl.handle.net/11368/1706275
https://hdl.handle.net/11368/1693932

Distributed optimal component fusion weighted by scalars for fixed-lag Kalman smoother

Authors: Shu-Li Sun

Source: Automatica. 41:2153-2159

Subject Terms: 0209 industrial biotechnology, Cross-covariance, Distributed fusion Kalman smoother, Steady-state fusion smoother, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, Optimal fusion criterion, 02 engineering and technology, Information fusion, Multisensor, Inference from stochastic processes and prediction

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Nonlinear adaptive control using neural networks: estimation with a smoothed form of simultaneous perturbation gradient approximation: Nonlinear adaptive control using neural networks: Estimation with a smoothed form of simultaneous perturbation gradient approximation

Authors: J.A. Cristion James C. Spall

Source: Proceedings of 1994 American Control Conference - ACC '94. 3:2560-2564

Subject Terms: 0209 industrial biotechnology, Adaptive control/observation systems, Stochastic approximation, gradient approximation, stochastic approximation, Control/observation systems with incomplete information, Data smoothing in stochastic control theory, nonlinear, Nonlinear systems in control theory, Stochastic systems and control, 02 engineering and technology, Neural networks for/in biological studies, artificial life and related topics, adaptive control

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Access URL: https://zbmath.org/774841
https://ieeexplore.ieee.org/abstract/document/735021

H∞Fixed-lag smoothing for discrete linear time-varying systems: \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems

Authors: David Zhang Lihua Xie Yeng Chai Soh et al.

Source: Automatica. 41:839-846

Subject Terms: 0209 industrial biotechnology, 0203 mechanical engineering, Fixed-lag smoothing, \(H^\infty\)-control, Data smoothing in stochastic control theory, Riccati difference equation, Projection, 02 engineering and technology, \(H_{\infty}\)estimation, Innovation

File Description: application/xml

Access URL: https://zbmath.org/2236398
https://doi.org/10.1016/j.automatica.2004.11.028
https://dl.acm.org/doi/10.1016/j.automatica.2004.11.028
http://ira.lib.polyu.edu.hk/handle/10397/24742
https://www.sciencedirect.com/science/article/pii/S0005109805000117
https://dblp.uni-trier.de/db/journals/automatica/automatica41.html#ZhangXSZ05
http://www.sciencedirect.com/science/article/pii/S0005109805000117

An innovation approach to the smoothing problem from uncertain observations with correlated signal and noise

Authors: Josefa Linares-Pérez J. D. Jiménez-López Aurora Hermoso-Carazo et al.

Source: Mathematical Methods in the Applied Sciences. 28:1569-1584

Subject Terms: Signal theory (characterization, reconstruction, filtering, etc.), innovation process, 0209 industrial biotechnology, Data smoothing in stochastic control theory, fixed-lag smoothing, covariance information, 02 engineering and technology, uncertain observations, Statistical aspects of information-theoretic topics, Inference from stochastic processes and prediction, Filtering in stochastic control theory, Least squares and related methods for stochastic control systems, 0202 electrical engineering, electronic engineering, information engineering, Signal detection and filtering (aspects of stochastic processes), fixed-point smoothing

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Access URL: https://zbmath.org/2212458
https://doi.org/10.1002/mma.627
https://ui.adsabs.harvard.edu/abs/2005MMAS...28.1569N/abstract

State and Mode Estimation for Discrete-Time Jump Markov Systems: State and mode estimation for discrete-time jump Markov systems

Authors: Dufour, François Elliott, Robert Malcolm, W.P. et al.

Contributors: Dufour, François Elliott, Robert Malcolm, W.P. et al.

Source: SIAM Journal on Control and Optimization. 44:1081-1104

Subject Terms: 0209 industrial biotechnology, Data smoothing in stochastic control theory, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], smoothing, 02 engineering and technology, filtering, Filtering in stochastic control theory, reference probability, hybrid dynamics, jump Markov systems, 0202 electrical engineering, electronic engineering, information engineering, [SHS.ECO] Humanities and Social Sciences/Economics and Finance, Viterbi algorithm, Signal detection and filtering (aspects of stochastic processes)

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Access URL: https://hal.science/hal-00404955v1
https://zbmath.org/2220454
https://doi.org/10.1137/s0363012904442628
https://hal.science/hal-00268156v1

New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems

Authors: Seiichi Nakamori

Source: Applied Mathematics and Computation. 159:303-315

Subject Terms: recursive Wiener filter, Wiener-Hopf equation, Estimation and detection in stochastic control theory, Data smoothing in stochastic control theory, fixed-lag smoother, covariance information, 02 engineering and technology, 01 natural sciences, Filtering in stochastic control theory, Discrete-time control/observation systems, discrete-time systems, 0103 physical sciences, 0202 electrical engineering, electronic engineering, information engineering, linear stochastic systems

File Description: application/xml

Access URL: https://zbmath.org/2128828
https://doi.org/10.1016/j.amc.2003.10.030
http://www.sciencedirect.com/science/article/pii/S0096300303011202
https://www.sciencedirect.com/science/article/pii/S0096300303011202
https://www.sciencedirect.com/science/article/pii/S0096300303011202#!
https://dblp.uni-trier.de/db/journals/amc/amc159.html#Nakamori04

Least Squares Convex-Concave Data Smoothing: Least squares convex-concave data smoothing

Authors: Demetriou, I.C.

Source: Computational Optimization and Applications. 29:197-217

Subject Terms: 4. Education, convex, concave, S-curve, Data smoothing in stochastic control theory, data fitting, divided difference, quadratic programming, smoothing, Quadratic programming, 7. Clean energy, sigmoid, increasing/decreasing rates of change, least squares, substitution, Numerical smoothing, curve fitting, splines, Approximation

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Access URL: https://zbmath.org/2128739
https://doi.org/10.1023/b:coap.0000042030.54793.47
https://dblp.uni-trier.de/db/journals/coap/coap29.html#Demetriou04
https://link.springer.com/article/10.1023/B:COAP.0000042030.54793.47
https://pergamos.lib.uoa.gr/uoa/dl/object/3066330

New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems

Authors: Seiichi Nakamori

Source: Applied Mathematics and Computation. 156:415-426

Subject Terms: covariance matrix, Wiener-Hopf equation, Least squares and related methods for stochastic control systems, 0103 physical sciences, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, fixed-lag smoother, 02 engineering and technology, 01 natural sciences, linear stochastic systems, Filtering in stochastic control theory

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Access URL: https://zbmath.org/2118027
https://doi.org/10.1016/j.amc.2003.08.019
https://dblp.uni-trier.de/db/journals/amc/amc156.html#Nakamori04a
https://www.sciencedirect.com/science/article/pii/S0096300303008634

New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems

Authors: Seiichi Nakamori

Source: Applied Mathematics and Computation. 144:557-567

Subject Terms: Recursive estimation, 0209 industrial biotechnology, autocovariance function of the signal, Data smoothing in stochastic control theory, 02 engineering and technology, filtering, Stochastic process, Filtering in stochastic control theory, Covariance information, Wiener-Hopf integral equation, Linear continuous-time systems, Least squares and related methods for stochastic control systems, 0202 electrical engineering, electronic engineering, information engineering, least-square fixed-interval smoothing

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Access URL: https://zbmath.org/1970661
https://doi.org/10.1016/s0096-3003(02)00432-0
https://dblp.uni-trier.de/db/journals/amc/amc144.html#Nakamori03
https://www.sciencedirect.com/science/article/pii/S0096300302004320

Linear dynamic filtering with noisy input and output

Authors: Markovsky, I. De Moor, B. Electricity et al.

Contributors: Markovsky, I. De Moor, B. Electricity et al.

Source: Automatica. 41:167-171

Subject Terms: 0209 industrial biotechnology, Biomedical imaging and signal processing, Data smoothing in stochastic control theory, 02 engineering and technology, Errors-in-variables, Filtering in stochastic control theory, optimal smoothing, discrete-time linear systems, Least squares and related methods for stochastic control systems, misfit, errors-in-variables, Kalman filtering, latency, least-squares estimate

File Description: application/xml; text

Access URL: https://eprints.soton.ac.uk/263299/1/eivkf_published.pdf
http://www.sciencedirect.com/science/article/pii/S0005109804002547
https://www.sciencedirect.com/science/article/pii/S0005109804002547
https://eprints.soton.ac.uk/263299/
https://core.ac.uk/display/34289151
https://dblp.uni-trier.de/db/journals/automatica/automatica41.html#MarkovskyM05
https://www.sciencedirect.com/science/article/pii/S1474667017350073
https://biblio.vub.ac.be/vubir/linear-dynamic-filtering-with-noisy-input-and-output(4b33b7b9-fe4e-4139-bc21-6fe986e3467c).html
https://hdl.handle.net/20.500.14017/4b33b7b9-fe4e-4139-bc21-6fe986e3467c
https://eprints.soton.ac.uk/263299/

Algorithm for adaptively smoothing the log-periodogram

Authors: Radu Neagu Igor G. Zurbenko

Source: Journal of the Franklin Institute. 340:103-123

Subject Terms: normal distribution, adaptive smoothing, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, cross-entropy, 02 engineering and technology, 0101 mathematics, 01 natural sciences, Approximations to statistical distributions (nonasymptotic), average of log-transformed periodogram

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Access URL: https://dblp.uni-trier.de/db/journals/jfi/jfi340.html#NeaguZ03
http://www.sciencedirect.com/science/article/pii/S0016003203000140
https://www.sciencedirect.com/science/article/pii/S0016003203000140

Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems

Authors: Huanshui Zhang Lihua Xie Yeng Chai Soh

Source: Automatica. 39:57-66

Subject Terms: 0209 industrial biotechnology, Discrete-time control/observation systems, ARMA innovation model, 0203 mechanical engineering, discrete-time singular systems, indefinite quadratic form, Data smoothing in stochastic control theory, minimax optimization, 02 engineering and technology, risk-sensitive estimation, Filtering in stochastic control theory, Inference from stochastic processes and prediction

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Access URL: https://www.sciencedirect.com/science/article/pii/S0005109802001681
https://dblp.uni-trier.de/db/journals/automatica/automatica39.html#ZhangXS03

Asymptotically optimal smoothing of averaged LMS estimates for regression parameter tracking

Authors: Alexander Nazin Lennart Ljung

Source: Automatica. 38:1287-1293

Subject Terms: 0209 industrial biotechnology, Least squares and related methods for stochastic control systems, asymptotic MSE, linear regression, 0202 electrical engineering, electronic engineering, information engineering, Data smoothing in stochastic control theory, smoothing, 02 engineering and technology, slow random walk, LMS, parameter tracking

File Description: application/xml

Access URL: https://zbmath.org/1797112
https://doi.org/10.1016/s0005-1098(02)00028-6
https://dblp.uni-trier.de/db/journals/automatica/automatica38.html#NazinL02
https://www.sciencedirect.com/science/article/pii/S0005109802000286
https://doi.org/10.1016/S0005-1098(02)00028-6
http://www.diva-portal.org/smash/record.jsf?pid=diva2:267832

The normalized least squares order-recursive lattice smoother: The normalized least-squares order-recursive lattice smoother

Authors: Kim, DK Park, P 전자전기공학과

Contributors: Kim, DK Park, P 전자전기공학과

Source: SICE 2001. Proceedings of the 40th SICE Annual Conference. International Session Papers (IEEE Cat. No.01TH8603). :389-394

Subject Terms: smoothing algorithms, finite precision arithmetic, Digital control/observation systems, 4. Education, ALGORITHMS, geometric interpretation, Data smoothing in stochastic control theory, 02 engineering and technology, normalized LSORL smoothers, order-recursive structures geometric interpretation, adaptive filters, least-squares lattice algorithms, Least squares and related methods for stochastic control systems, 0202 electrical engineering, electronic engineering, information engineering, order-recursive structures

File Description: application/xml

Access URL: https://zbmath.org/1768022
https://doi.org/10.1016/s0165-1684(02)00199-8
https://oasis.postech.ac.kr/handle/2014.oak/19038
https://dblp.uni-trier.de/db/journals/sigpro/sigpro82.html#KimP02
https://dl.acm.org/doi/10.1016/S0165-1684%2802%2900199-8
https://doi.org/10.1016/S0165-1684(02)00199-8
https://www.sciencedirect.com/science/article/abs/pii/S0165168402001998

On an inverse filtration problem in the harmonic analysis of finite time records

Authors: N. H. S. Haidar

Source: jiip. 10:243-259

Subject Terms: Numerical optimization and variational techniques, finite time records, Numerical methods for trigonometric approximation and interpolation, Data smoothing in stochastic control theory, ill-posed problem, Fourier series, 01 natural sciences, Filtering in stochastic control theory, Fourier coefficients, Fourier series of functions with special properties, special Fourier series, 0103 physical sciences, almost periodic functions, inverse-filtration problem, shifting process, 0101 mathematics

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Access URL: https://zbmath.org/1874204
https://doi.org/10.1515/jiip.2002.10.3.243
https://www.degruyter.com/view/j/jiip.2002.10.issue-3/jiip.2002.10.3.243/jiip.2002.10.3.243.xml