TY - JOUR AU - Alspach, D. PY - 1974 DA - 1974// TI - A parallel filtering algorithm for linear systems with unknown time varying noise statistics JO - IEEE Trans. Autom. Control VL - 19 UR - https://doi.org/10.1109/TAC.1974.1100645 DO - 10.1109/TAC.1974.1100645 ID - Alspach1974 ER - TY - JOUR AU - Kashyap, R. PY - 1970 DA - 1970// TI - Maximum likelihood identification of stochastic linear systems JO - IEEE Trans Autom Control VL - 15 UR - https://doi.org/10.1109/TAC.1970.1099344 DO - 10.1109/TAC.1970.1099344 ID - Kashyap1970 ER - TY - STD TI - BM Åkesson, JB Jørgensen, NK Poulsen, SB Jørgensen, in 17th European Symposium on Computer Aided Process Engineering, Computer Aided Chemical Engineering, 24, ed. by V Pleşu, PŞ Agachi. A tool for kalman filter tuning (Elsevier, 2007), pp. 859–864. doi:10.1016/S1570-7946(07)80166-0. http://www.sciencedirect.com/science/article/pii/S1570794607801660. Accessed 15 Nov 2017. UR - http://www.sciencedirect.com/science/article/pii/S1570794607801660 ID - ref3 ER - TY - JOUR AU - Carew, B. AU - Belanger, P. PY - 1973 DA - 1973// TI - Identification of optimum filter steady-state gain for systems with unknown noise covariances JO - IEEE Trans Autom Control VL - 18 UR - https://doi.org/10.1109/TAC.1973.1100420 DO - 10.1109/TAC.1973.1100420 ID - Carew1973 ER - TY - JOUR AU - Jiang, B. AU - Chowdhury, F. N. PY - 2005 DA - 2005// TI - Fault estimation and accommodation for linear mimo discrete-time systems JO - IEEE trans control syst technol VL - 13 UR - https://doi.org/10.1109/TCST.2004.839569 DO - 10.1109/TCST.2004.839569 ID - Jiang2005 ER - TY - JOUR AU - Keller, J. -. y. AU - Sauter, D. D. J. PY - 2013 DA - 2013// TI - Kalman Filter for discrete-time stochastic linear systems subject to intermittent unknown inputs JO - IEEE Trans Autom Control VL - 58 UR - https://doi.org/10.1109/TAC.2013.2264739 DO - 10.1109/TAC.2013.2264739 ID - Keller2013 ER - TY - JOUR AU - Giovanini, L. AU - Dondo, R. PY - 2003 DA - 2003// TI - A fault detection and isolation filter for discrete linear systems JO - ISA Trans VL - 42 UR - https://doi.org/10.1016/S0019-0578(07)60012-3 DO - 10.1016/S0019-0578(07)60012-3 ID - Giovanini2003 ER - TY - JOUR AU - Huang, S. AU - Tan, K. K. AU - Lee, T. H. PY - 2012 DA - 2012// TI - Fault diagnosis and fault-tolerant control in linear drives using the Kalman filter JO - IEEE Trans Ind Electron VL - 59 UR - https://doi.org/10.1109/TIE.2012.2185011 DO - 10.1109/TIE.2012.2185011 ID - Huang2012 ER - TY - JOUR AU - Chen, R. H. AU - Speyer, J. L. PY - 2000 DA - 2000// TI - A generalized least-squares fault detection filter JO - Int. J. Adapt. Control Sig. Process VL - 14 UR - https://doi.org/3.0.CO;2-F DO - 3.0.CO;2-F ID - Chen2000 ER - TY - JOUR AU - Rigatos, G. G. PY - 2012 DA - 2012// TI - A derivative-free Kalman filtering approach to state estimation-based control of nonlinear systems JO - IEEE Trans. Ind. Electron VL - 59 UR - https://doi.org/10.1109/TIE.2011.2159954 DO - 10.1109/TIE.2011.2159954 ID - Rigatos2012 ER - TY - JOUR AU - Li, W. AU - Shah, S. L. AU - Xiao, D. PY - 2008 DA - 2008// TI - Kalman filters in non-uniformly sampled multirate systems : For FDI and beyond JO - Automatica VL - 44 UR - https://doi.org/10.1016/j.automatica.2007.05.009 DO - 10.1016/j.automatica.2007.05.009 ID - Li2008 ER - TY - JOUR AU - Li, P. AU - Kadirkamanathan, V. PY - 2001 DA - 2001// TI - Particle filtering based likelihood ratio approach to fault diagnosis in nonlinear stochastic systems JO - IEEE Trans Syst Man Cybern Part C: Appl Rev VL - 31 UR - https://doi.org/10.1109/5326.971661 DO - 10.1109/5326.971661 ID - Li2001 ER - TY - JOUR AU - Antônio, D. AU - Yoneyama, T. PY - 2011 DA - 2011// TI - Automatica A Bayesian solution to the multiple composite hypothesis testing for fault diagnosis in dynamic systems JO - Automatica VL - 47 UR - https://doi.org/10.1016/j.automatica.2010.10.030 DO - 10.1016/j.automatica.2010.10.030 ID - Antônio2011 ER - TY - JOUR AU - Foo, G. H. AU - Zhang, X. AU - Member, S. AU - Vilathgamuwa, D. M. AU - Member, S. PY - 2013 DA - 2013// TI - A sensor fault detection and isolation method in interior permanent-magnet synchronous motor drives based on an extended Kalman filter JO - IEEE Trans. Ind. Electron VL - 60 UR - https://doi.org/10.1109/TIE.2013.2244537 DO - 10.1109/TIE.2013.2244537 ID - Foo2013 ER - TY - JOUR AU - Kobayashi, T. AU - Simon, D. L. PY - 2006 DA - 2006// TI - Hybrid Kalman filter approach for aircraft engine in-flight diagnostics: sensor fault detection case JO - J. Eng. Gas Turbines Power VL - 129 UR - https://doi.org/10.1115/1.2718572 DO - 10.1115/1.2718572 ID - Kobayashi2006 ER - TY - JOUR AU - Mahmoud, M. S. AU - Khalid, H. M. PY - 2013 DA - 2013// TI - Distributed Kalman filtering: a bibliographic review JO - IET Control. Theory Appl VL - 7 UR - https://doi.org/10.1049/iet-cta.2012.0732 DO - 10.1049/iet-cta.2012.0732 ID - Mahmoud2013 ER - TY - JOUR AU - Drovandi, C. C. AU - McGree, J. AU - Pettitt, A. N. PY - 2014 DA - 2014// TI - A sequential monte carlo algorithm to incorporate model uncertainty in bayesian sequential design JO - J. Comput. Graphical Stat VL - 23 UR - https://doi.org/10.1080/10618600.2012.730083 DO - 10.1080/10618600.2012.730083 ID - Drovandi2014 ER - TY - JOUR AU - Martino, L. AU - Read, J. AU - Elvira, V. AU - Louzada, F. PY - 2017 DA - 2017// TI - Cooperative parallel particle filters for online model selection and applications to urban mobility JO - Digital Signal Process VL - 60 UR - https://doi.org/10.1016/j.dsp.2016.09.011 DO - 10.1016/j.dsp.2016.09.011 ID - Martino2017 ER - TY - JOUR AU - Carvalho, C. M. AU - Johannes, M. S. AU - Lopes, H. F. AU - Polson, N. G. PY - 2010 DA - 2010// TI - Particle learning and smoothing JO - Statist. Sci VL - 25 UR - https://doi.org/10.1214/10-STS325 DO - 10.1214/10-STS325 ID - Carvalho2010 ER - TY - JOUR AU - Andrier, C. AU - Doucet, A. AU - Holenstein, R. PY - 2010 DA - 2010// TI - Particle markov chain monte carlo methods JO - JR Statist. Soc. B VL - 72 UR - https://doi.org/10.1111/j.1467-9868.2009.00736.x DO - 10.1111/j.1467-9868.2009.00736.x ID - Andrier2010 ER - TY - STD TI - I Urteaga, MF Bugallo, PM Djuric, Sequential Monte Carlo methods under model uncertainty. IEEE Work. Stat. Sig. Process. Proc, 1–5 (2016). doi:10.1109/SSP.2016.7551747. UR - http://dx.doi.org/10.1109/SSP.2016.7551747 ID - ref21 ER - TY - JOUR AU - Chopin, N. AU - Jacob, P. E. AU - Papaspoliopoulos, O. PY - 2013 DA - 2013// TI - Smc2: an efficient algorithm for sequential analysis of state-space models JO - JR Statist. Soc. B VL - 75 UR - https://doi.org/10.1111/j.1467-9868.2012.01046.x DO - 10.1111/j.1467-9868.2012.01046.x ID - Chopin2013 ER - TY - STD TI - P Bania, J Baranowski, in 2016 IEEE 55th Conference on Decision and Control (CDC). Field kalman filter and its approximation, (2016), pp. 2875–2880. doi:10.1109/CDC.2016.7798697. UR - http://dx.doi.org/10.1109/CDC.2016.7798697 ID - ref23 ER - TY - BOOK AU - Jaynes, E. T. PY - 2003 DA - 2003// TI - Probability theory: the logic of science PB - Cambridge University Press CY - Cambridge UR - https://doi.org/10.1017/CBO9780511790423 DO - 10.1017/CBO9780511790423 ID - Jaynes2003 ER -