Modèles de Markov Triplet et filtrage de Kalman-Reference-Cited by-同舟云学术

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Modèles de Markov Triplet et filtrage de Kalman

Published:2003-04 Issue:8 Volume:336 Page:667-670
ISSN:1631-073X
Container-title:Comptes Rendus Mathematique
language:fr
Short-container-title:Comptes Rendus Mathematique

Author:

Desbouvries François,Pieczynski Wojciech

Publisher

Elsevier BV

Subject

General Mathematics

Reference13 articles.

1. Optimal Filtering;Anderson,1979

2. A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking;Arulampalam;IEEE Trans. Signal Processing,2002

3. Traitement du signal aléatoire;Chonavel,2000

4. Sequential Monte Carlo Methods in Practice,2001

5. Forecasting, Structural Time Series Models and the Kalman Filter;Harvey,1989

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Reduced-Dimension Filtering in Triplet Markov Models;IEEE Transactions on Automatic Control;2022-02

2. Kalman and UFIR state estimation with coloured measurement noise using backward Euler method;IET Signal Processing;2020-04

3. Suboptimal Kalman Filtering in Triplet Markov Models Using Model Order Reduction;IEEE Signal Processing Letters;2020

4. Robust Partial-Learning in Linear Gaussian Systems;IEEE Transactions on Automatic Control;2015-09

5. Quality-driven and real-time iris recognition from close-up eye videos;Signal, Image and Video Processing;2014-11-16

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