Continuous time systems identification with unknown noise covariance

DOI10.1016/0005-1098(75)90030-8zbMath0318.93031OpenAlexW2745414642MaRDI QIDQ1222616

Arunabha Bagchi

Publication date: 1975

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://research.utwente.nl/en/publications/continuous-time-systems-identification-with-unknown-noise-covariance--systemes-didentification-de-temps-continu-avec-covariation-de-bruit-ou-bruits-inconnus--identifikation-zeitkontinuierlicher-systeme-mit-unbekannter-rauschkovarianz(f2c43396-a668-4069-a819-768bec45b5ad).html

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Related Items (4)

IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA ⋮ Continuous time systems identification with unknown noise covariance ⋮ Convergence results for continuous-time adaptive stochastic filtering algorithms ⋮ Convergence of continuous-time partitioned adaptive state estimators

Cites Work

• Unnamed Item
• Continuous time systems identification with unknown noise covariance
• Identification and adaptive control: An application to flight control systems
• System identification. A survey
• Stochastic differential systems. I: Filtering and control. A function space approach

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