Optimal estimation of parameters and states in stochastic time-varying systems with time delay

DOI10.1016/J.CNSNS.2012.12.017zbMath1273.93155OpenAlexW2028160939MaRDI QIDQ375582

Eric A. Butcher, Shahab Torkamani

Publication date: 31 October 2013

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S1007570412005722

zbMATH Keywords

parameter estimationnonlinear filteringstochastic delay differential equationsextended Kalman-Bucy filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

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Optimal filtering for systems with finite-step autocorrelated process noises, random one-step sensor delay and missing measurements ⋮ Time-delay estimation for nonlinear systems with piecewise-constant input ⋮ Adaptive Kalman filtering for systems subject to randomly delayed and lost measurements

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