The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter

DOI10.1016/0020-0255(78)90007-5zbMath0443.93051OpenAlexW2075910211MaRDI QIDQ1144535

S. H. Smith

Publication date: 1978

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(78)90007-5

zbMATH Keywords

Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Model systems in control theory (93C99)

Related Items (2)

The relationship between a continuous-time identification algorithm based on the deterministic filter and least-squares methods ⋮ Linear sorting with O(log n) processors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The analysis of a parameter identification algorithm which was derived from the continuous time Kalman filter
• A study in continuous time of the identification of initial conditions and/or parameters of deterministic system by means of a Kalman-type filter
• Use of an analogue computer in the application of Kalman filter methods of system identification in the presence of noise
• A Kalman filter type of extension to a deterministic gradient technique for parameter estimation
• A study of the Kalman filter as a state estimator of deterministic and stochastic systems
• The simultaneous on-line estimation of parameters and states in linear systems
• The Luenberger canonical form in the state/parameter estimation of linear systems

This page was built for publication: The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter