A Kalman filter type of extension to a deterministic gradient technique for parameter estimation

DOI10.1016/0378-4754(78)90021-6zbMath0392.93012OpenAlexW2030032836MaRDI QIDQ1252001

K. Appert

Publication date: 1978

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(78)90021-6

zbMATH Keywords

Deterministic Gradient TechniquePalman FilterParameter Estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Discrete-time control/observation systems (93C55)

Related Items (2)

The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter ⋮ The relationship between a continuous-time identification algorithm based on the deterministic filter and least-squares methods

Cites Work

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• 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
• An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter
• A study of the Kalman filter as a state estimator of deterministic and stochastic systems
• The Luenberger canonical form in the state/parameter estimation of linear systems

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