Prediction of parameter values of dynamic systems by the Kalman adaptive filter (Q1407155)

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scientific article; zbMATH DE number 1978438
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Prediction of parameter values of dynamic systems by the Kalman adaptive filter
scientific article; zbMATH DE number 1978438

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    Prediction of parameter values of dynamic systems by the Kalman adaptive filter (English)
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    9 September 2003
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    models of dynamic systems
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    Kalman adaptive filter
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    prediction of parameter values
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    prediction of time series
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    noises of states and measurements
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    identification of statistical characteristics of noises
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