Optimal bilinear observers for bilinear state-space models by interaction matrices

DOI10.1080/00207179.2015.1007530zbMath1337.93097OpenAlexW2051395555MaRDI QIDQ2797625

Raimondo Betti, Richard W. Longman, Francesco Vicario, Minh Q. Phan

Publication date: 5 April 2016

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2015.1007530

zbMATH Keywords

system identificationbilinear systeminteraction matricesbilinear observerObserver Kalman filter IDentification (OKID)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Related Items (6)

Combined state and parameter estimation for a bilinear state space system with moving average noise ⋮ Recursive parameter identification of the dynamical models for bilinear state space systems ⋮ Generalized continuous mixed p‐norm based sliding window algorithm for a bilinear system with impulsive noise ⋮ The innovation algorithms for multivariable state‐space models ⋮ State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors ⋮ Hierarchical parameter and state estimation for bilinear systems

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