The analysis of a parameter identification algorithm which was derived from the continuous time Kalman filter

DOI10.1016/0020-0255(78)90046-4zbMath0443.93052OpenAlexW1988675469MaRDI QIDQ1144536

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)90046-4

zbMATH Keywords

parameter identificationKalman filtermatrix Riccati equation

Mathematics Subject Classification ID

Related Items (4)

The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter ⋮ The observability of initial- and lagging-state observers ⋮ The relationship between a continuous-time identification algorithm based on the deterministic filter and least-squares methods ⋮ A Kalman filter type of extension to a deterministic gradient technique for parameter estimation

Cites Work

• 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 study of the Kalman filter as a state estimator of deterministic and stochastic systems
• Parameter estimation via the kalman filter

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