D. R. MORRELL Arizona State University, USA W. C. STIRLING Brigham Young...  Home/Search
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Abstract: Set-valued estimation offers a way to account for imprecise knowledge of the prior distribution of a Bayesian statistical inference problem. The set-valued Kalman filter, which propagates a set of conditional means corresponding to a convex set of conditional probability distributions of the state of a linear dynamic system, is a general solution for linear Gaussian dynamic systems. (Update)
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BibTeX entry: (Update)
@misc{ state-extended,
author = "Morrell Arizona State",
title = "An Extended Set-valued Kalman Filter",
url = "citeseer.ist.psu.edu/649453.html" }
Citations (may not include all citations):406 Sequential Monte Carlo Methods in Practice (context) - Doucet, de Freitas et al. - 2001
384 A new approach to linear filtering and prediction problems (context) - Kalman - 1960
225 Stochastic Processes and Filtering Theory (context) - Jazwinski - 1970
155 Statistical Reasoning with Imprecise Probabilities (context) - Walley - 1991
67 New results in linear filtering and prediction theory (context) - Kalman, Bucy - 1961
61 The Enterprise of Knowledge (context) - Levi - 1980
50 The interacting multiple model algorithm for systems with ma.. (context) - Blom, Bar-Shalom - 1988
41 Interpolation and Smoothing of Stationary Time Series (context) - Wiener - 1949
39 Mathematical Methods and Algorithms in Signal Processing (context) - Moon, Stirling - 2000
16 Lectures on Wiener and Kalman Filtering (context) - Kailath - 1981
6 New methods in Wiener filtering theory (context) - Kalman - 1963
6 Imprecision and indeterminacy in probability judgement (context) - Levi - 1985
4 Set-valued filtering and smoothing (context) - Morrell, Stirling - 1991
2 Nonlinear filtering of convex sets of probability distributi.. - Kenney, Stirling - 2002
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