Identification and estimation of discrete state-vector models with stochastic inputs

DOI10.1016/0005-1098(81)90057-1zbMath0476.93070OpenAlexW2138525943WikidataQ115053930 ScholiaQ115053930MaRDI QIDQ1160107

Pieter W. Otter

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90057-1

zbMATH Keywords

identificationparameter estimationdiscrete systemsminimal realizationKalman filterssocial and behavioural sciences

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Minimal systems representations (93B20) Identification in stochastic control theory (93E12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Effect of imprecisely known nuisance parameters on estimates of primary parameters

Cites Work

• Identification in Parametric Models

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