Prediction of parameter values of dynamic systems by the Kalman adaptive filter

DOI10.1023/A:1012769302322zbMath1018.62082MaRDI QIDQ1407155

A. S. Gasanov, V. N. Podladchikov, P. I. Bidyuk

Publication date: 9 September 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

identification of statistical characteristics of noisesKalman adaptive filtermodels of dynamic systemsnoises of states and measurementsprediction of parameter valuesprediction of time series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

This page was built for publication: Prediction of parameter values of dynamic systems by the Kalman adaptive filter