Estimation: A brief survey

[1]  R. Bucy,et al.  Filtering for stochastic processes with applications to guidance , 1968 .

[2]  Andrew P. Sage,et al.  Identification and Modeling of States and Parameters of Nuclear Reactor Systems , 1967 .

[3]  Donald L. Snyder,et al.  Filtering and control performance bounds with implications on asymptotic separation , 1972 .

[4]  D. Joseph,et al.  On linear control theory , 1961, Transactions of the American Institute of Electrical Engineers, Part II: Applications and Industry.

[5]  H. Akaike.  Markovian Representation of Stochastic Processes by Canonical Variables , 1975 .

[6]  James Durbin,et al.  The fitting of time series models , 1960 .

[7]  Fred C. Schweppe,et al.  Evaluation of likelihood functions for Gaussian signals , 1965, IEEE Trans. Inf. Theory.

[8]  H. Kwakernaak,et al.  Optimal filtering in linear systems with time delays , 1967, IEEE Transactions on Automatic Control.

[9]  Adrian Segall,et al.  A martingale approach to modeling, estimation, and detection of jump processes (Ph.D. Thesis abstr.) , 1973, IEEE Trans. Inf. Theory.

[10]  P. Masani.  Shift invariant spaces and prediction theory , 1962 .

[11]  Jacob Ziv,et al.  Mutual information of the white Gaussian channel with and without feedback , 1971, IEEE Trans. Inf. Theory.

[12]  TERRY L. HENDERSON,et al.  Application of state-variable techniques to optimal feature extraction - Multichannel analog data , 1970, IEEE Trans. Inf. Theory.

[13]  Norbert Wiener,et al.  Extrapolation, Interpolation, and Smoothing of Stationary Time Series , 1964 .

[14]  P. Whittle,et al.  Prediction and Regulation. , 1965 .

[15]  Tyrone E. Duncan,et al.  Evaluation of Likelihood Functions , 1968, Inf. Control..

[16]  J. F. Bellantoni.  Unidentified landmark navigation. , 1967 .

[17]  H E Rauch.  LINEAR ESTIMATION OF SAMPLED STOCHASTIC PROCESSES WITH RANDOM PARAMETERS , 1962 .

[18]  M. J. R. Healy,et al.  Multichannel Time Series Analysis with Digital Computer Programs. , 1978 .

[19]  R. E. Kalman,et al.  A New Approach to Linear Filtering and Prediction Problems , 2002 .

[20]  Waveforms Hisashi Wakita.  Direct Estimation of the Vocal Tract Shape by Inverse Filtering of Acoustic Speech , 1973 .

[21]  E. O. Brigham,et al.  Application of the Kalman Filter to Continuous Signal Restoration , 1970 .

[22]  Demetrios G. Lainiotis,et al.  Application of Adaptive Estimation to Temperature Forecasting. , 1972 .

[23]  J. Mendel,et al.  Bibliography on the linear-quadratic-Gaussian problem , 1971 .

[24]  Alan Schumitzky,et al.  On the Equivalence between Matrix Riccati Equations and Fredholm Resolvents , 1968, J. Comput. Syst. Sci..

[25]  Demetrios G. Lainiotis,et al.  Partitioned estimation algorithms, I: Nonlinear estimation , 1974, Inf. Sci..

[26]  A. Willsky,et al.  Estimation for rotational processes with one degree of freedom--Part I: Introduction and continuous- , 1975 .

[27]  L. Silverman.  Inversion of multivariable linear systems , 1969 .

[28]  A. N. Kolmogorov,et al.  Foundations of the theory of probability , 1960 .

[29]  Jacques-Louis Lions,et al.  State Estimation for Infinite-Dimensional Systems , 1967, J. Comput. Syst. Sci..

[30]  C. Helstrom,et al.  Statistical theory of signal detection , 1968 .

[31]  E. Parzen.  Time Series Analysis Papers , 1967 .

[32]  M. Kendall,et al.  The advanced theory of statistics , 1945 .

[33]  Elwyn R. Berlekamp,et al.  Algebraic coding theory , 1984, McGraw-Hill series in systems science.

[34]  Cornelius T. Leondes,et al.  Nonlinear Smoothing Theory , 1970, IEEE Trans. Syst. Sci. Cybern..

[35]  Donald L. Snyder,et al.  Filtering and detection for doubly stochastic Poisson processes , 1972, IEEE Trans. Inf. Theory.

[36]  I. Rhodes,et al.  Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound , 1973 .

[37]  J. Seinfeld,et al.  Filtering in nonlinear time delay systems , 1974 .

[38]  Karl Johan Åström,et al.  Computer control of a paper machine: an application of linear stochastic control theory , 1967 .

[39]  Donald L. Snyder,et al.  Smoothing for doubly stochastic Poisson processes , 1972, IEEE Trans. Inf. Theory.

[40]  A. Bryson,et al.  DISCRETE SQUARE ROOT SMOOTHING , 1972 .

[41]  H. Akaike,et al.  Information Theory and an Extension of the Maximum Likelihood Principle , 1973 .

[42]  A. B. Lees.  Interpolation and extrapolation of sampled data , 1956, IRE Trans. Inf. Theory.

[43]  Raymond A. Nash,et al.  Application of optimal smoothing to the testing and evaluation of inertial navigation systems and components , 1971 .

[44]  W. E. Miller,et al.  Dynamic state estimation in power systems , 1971 .

[45]  Terrence Patrick McGarty.  The estimation of the constituent densities of the upper atmosphere by means of a recursive filtering algorithm , 1971 .

[46]  Mo-Shing Chen,et al.  An Application of State Estimation to Short-Term Load Forecasting, Part I: Forecasting Modeling , 1970 .

[47]  Thomas Kailath,et al.  Stochastic Interpretations and Recursive Algorithms for Spline Functions , 1974 .

[48]  William C. Lindsey,et al.  SYNCHRONIZATION SYSTEMS in Communication and Control , 1972 .

[49]  G. Campion,et al.  Closed loop control design for nonlinear, nonquadratic systems , 1973, IEEE Conference on Decision and Control.

[50]  Thomas Kailath,et al.  A view of three decades of linear filtering theory , 1974, IEEE Trans. Inf. Theory.

[51]  W. Wonham.  Random differential equations in control theory , 1970 .

[52]  R. Fisher.  001: On an Absolute Criterion for Fitting Frequency Curves. , 1912 .

[53]  Stanley C. Fralick,et al.  Learning to recognize patterns without a teacher , 1967, IEEE Trans. Inf. Theory.

[54]  D. Snyder.  The state-variable approach to continuous estimation with applications to analog communication theory , 1969 .

[55]  Carl W. Helstrom,et al.  Solution of the detection integral equation for stationary filtered white noise , 1965, IEEE Trans. Inf. Theory.

[56]  E. Robinson.  Mathematical development of discrete filters for the detection of nuclear explosions , 1963 .

[57]  Thomas E. Bullock,et al.  Estimation of the Dynamic Reactivity Using Digital Kalman Filtering , 1970 .

[58]  Jacob Ziv,et al.  Lower and upper bounds on the optimal filtering error of certain diffusion processes , 1972, IEEE Trans. Inf. Theory.

[59]  Phoebus J. Dhrymes,et al.  Distributed Lags: Problems of Estimation and Formulation , 1972 .

[60]  Antti J. Koivo,et al.  Optimal Estimator for Linear Stochastic Systems Described by Functional Differential Equations , 1971, Inf. Control..

[61]  I Gustavsson,et al.  Survey of applications of identification in chemical and physical processes , 1975, Autom..

[62]  G. Wahba,et al.  A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines , 1970 .

[63]  M. Kendall,et al.  A Study in the Analysis of Stationary Time-Series. , 1955 .

[64]  John M. Richardson.  The implicit conditioning method in statistical mechanics , 1974, Inf. Sci..

[65]  D. Tabak,et al.  Satellite tracking by combined optimal estimation and control techniques , 1971 .

[66]  Rangasami L. Kashyap.  Minimax estimation with divergence loss function , 1974, Inf. Sci..

[67]  L. Zadeh,et al.  An Extension of Wiener's Theory of Prediction , 1950 .

[68]  Harold J. Kushner,et al.  Filtering for Linear Distributed Parameter Systems , 1970 .

[69]  M. Athans.  The compensated Kalman filter. , 1972 .

[70]  Earl E. Swartzlander,et al.  Introduction to Mathematical Techniques in Pattern Recognition , 1973 .

[71]  Jayant G. Deshpande,et al.  Optimal adaptive control: A non-linear separation theorem† , 1972 .

[72]  C. Foias,et al.  Harmonic Analysis of Operators on Hilbert Space , 1970 .

[73]  Richard Bellman,et al.  Invariant Imbedding and Nonlinear Filtering Theory , 1964 .

[74]  J. Meditch.  Least-squares filtering and smoothing for linear distributed parameter systems , 1971 .

[75]  L. J. Habegger,et al.  Parameter Identification in a Nonlinear Reactor System , 1971 .

[76]  Yu-Chi Ho,et al.  On pattern classification algorithms--Introduction and survey , 1968 .

[77]  A. Zellner.  An Introduction to Bayesian Inference in Econometrics , 1971 .

[78]  D. G. Lainiotis.  ADAPTIVE PATTERN RECOGNITION: A STATE-VARIABLE APPROACH , 1972 .

[79]  OPTIMUM FINITE TIME FILTERS FOR A SPECIAL NONSTATIONARY CLASS OF INPUTS. , 1959 .

[80]  Edwin B. Stear,et al.  Entropy analysis of estimating systems , 1970, IEEE Trans. Inf. Theory.

[81]  J. Zaborszky.  An information theory viewpoint for the general identification problem , 1966 .

[82]  G. Bierman.  Fixed interval smoothing with discrete measurements. , 1973 .

[83]  Brian D. O. Anderson,et al.  Some Integral Equations with Nonsymmetric Separable Kernels , 1971 .

[84]  J. Meditch.  A survey of data smoothing for linear and nonlinear dynamic systems , 1973 .

[85]  Jayant G. Deshpande,et al.  Adaptive control of linear stochastic systems , 1973 .

[86]  Atif S. Debs,et al.  A Dynamic Estimator for Tracking the State of a Power System , 1970 .

[87]  R. Fitzgerald.  Divergence of the Kalman filter , 1971 .