On efficient parametric identification methods for linear discrete stochastic systems

DOI10.1134/S0005117912060033zbMath1297.93170WikidataQ57604782 ScholiaQ57604782MaRDI QIDQ461977

M. V. Kulikova, Yuliya Vladimirovna Tsyganova

Publication date: 15 October 2014

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items (6)

Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems ⋮ Differentiating matrix orthogonal transformations ⋮ On the computation of derivatives within LD factorization of parametrized matrices ⋮ A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems ⋮ A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations ⋮ Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering

Cites Work

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