Variance or spectral density in sampled data filtering?
暂无分享,去创建一个
Graham C. Goodwin | Juan I. Yuz | Juan C. Agüero | Mario E. Salgado | G. Goodwin | M. Salgado | J. C. Agüero | J. Yuz
[1] G. Goodwin,et al. High-speed digital signal processing and control , 1992, Proc. IEEE.
[2] Karl Johan Åström,et al. Computer-Controlled Systems: Theory and Design , 1984 .
[3] Graziella Pacelli,et al. Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory , 2008, Optim. Lett..
[4] P. Suchomski,et al. Numerical conditioning of delta-domain Lyapunov and Riccati equations , 2001 .
[5] Graham C. Goodwin,et al. Control System Design , 2000 .
[6] A. Jazwinski. Stochastic Processes and Filtering Theory , 1970 .
[7] B. Anderson,et al. Optimal Filtering , 1979, IEEE Transactions on Systems, Man, and Cybernetics.
[8] Eric Walter,et al. Global optimization of expensive-to-evaluate functions: an empirical comparison of two sampling criteria , 2009, J. Glob. Optim..
[9] P. Kloeden,et al. Numerical Solution of Stochastic Differential Equations , 1992 .
[10] Panos M. Pardalos,et al. Encyclopedia of Optimization , 2006 .
[11] G. Goodwin,et al. Connection between continuous and discrete Riccati equations with applications to kalman filtering , 1988 .
[12] M Pardalos Panos,et al. Optimization and Control of Bilinear Systems , 2008 .
[13] Graham C. Goodwin,et al. Digital control and estimation : a unified approach , 1990 .
[14] McCarthyEd,et al. A Unified Approach , 2005 .
[15] Graham C. Goodwin,et al. Sampling in Digital Sig-nal Processing and Control , 1996 .
[16] K. Åström. Introduction to Stochastic Control Theory , 1970 .
[17] T. Söderström. Discrete-Time Stochastic Systems: Estimation and Control , 1995 .
[18] J. W. Brown,et al. Complex Variables and Applications , 1985 .
[19] Graham R. Wood,et al. Approximation of the distribution of convergence times for stochastic global optimisation , 2002, J. Glob. Optim..