An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models

DOI10.1080/00207720903428872zbMath1198.93213OpenAlexW2080120039WikidataQ59265101 ScholiaQ59265101MaRDI QIDQ3161650

Sean R. Anderson, Visakan Kadirkamanathan, M. A. Chadwick

Publication date: 15 October 2010

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

Full work available at URL: https://doi.org/10.1080/00207720903428872

zbMATH Keywords

smoothingstate estimationstate-space modelsdelta operatorARX model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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