Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems

DOI10.1080/00207721.2012.670309zbMath1278.93244OpenAlexW1976413803MaRDI QIDQ2872535

Michael V. Basin, Miguel Hernandez-Gonzalez, Alexander G. Loukianov

Publication date: 15 January 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2012.670309

zbMATH Keywords

state estimationWiener processesKalman filteringjoint statemean-square filterparmeter identificationuncertain stochastic nonlinear polynomial systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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