A modified extended Kalman filter for linear discrete-time systems with unknown parameters

DOI10.1016/0005-1098(81)90041-8zbMath0464.93084OpenAlexW395445846MaRDI QIDQ1154439

Katsunobu Konishi, Toshio Yoshimura, Takashi Soeda

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90041-8

zbMATH Keywords

estimationlinear discrete-time systemscompensatorhyperstabilityunknown parametersmodified extended Kalman filtermulti-input multi-output linear systems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

A prediction-error-method for recursive identification of nonlinear systems

Cites Work

• A survey of model reference adaptive techniques - theory and applications
• Stochastic processes and filtering theory
• System identification. A survey
• Unbiased recursive identification using model reference adaptive techniques
• On positive real transfer functions and the convergence of some recursive schemes
• Analysis of recursive stochastic algorithms
• An Addendum to "Unbiased recursive identification using model reference adaptive techniques"
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems

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