Simultaneous Input and State Estimation for Linear Time-Varying Continuous-Time Stochastic Systems.
Sze Zheng YongMinghui ZhuEmilio FrazzoliPublished in: IEEE Trans. Autom. Control. (2017)
Keyphrases
- state estimation
- stochastic systems
- kalman filter
- particle filter
- kalman filtering
- stochastic models
- dynamic systems
- confidence intervals
- visual tracking
- particle filtering
- stochastic processes
- state space
- learning algorithm
- sample path
- dynamical systems
- markov chain
- computer vision
- markov decision processes
- optimal control
- objective function