Journal of Computational and Applied Mathematics · 2004 · 68 citations · 32 references
EngineeringMathematicsSystems EngineeringDynamical SystemsStochastic ModelingStochastic ProcessesBayesian FilteringDiscrete-time Stochastic ProcessesKalman FilteringMarkov ProcessesState EstimationStochastic ControlDiscrete-time Kalman FilterMarkov Jump ProcessesMarkov Jump SystemsParameter UncertaintyParameter Uncertainty QuantificationRobust Kalman FilterState Estimation Under Uncertainty
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Brian D. O. Anderson, J.B. Moore, Mansour Eslami · IEEE Transactions on Systems Man and Cybernetics · 1982 · 3.2K citations
A survey of design methods for failure detection in dynamic systems
Alan S. Willsky · Automatica · 1976 · 2.1K citations