Identification of time delays in linear stochastic systems

DOI10.1080/00207179308934447zbMath0780.93092OpenAlexW2165579212WikidataQ57979183 ScholiaQ57979183MaRDI QIDQ5286874

Kenneth A. Loparo, Rong Chen

Publication date: 31 August 1993

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

Full work available at URL: https://doi.org/10.1080/00207179308934447

zbMATH Keywords

Kalman filteringcontinuous-time linear systemsBayes' estimation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• Identification of time delays using a polynomial identification method
• A multivariable self-tuning controller
• Stochastic processes and filtering theory
• On self tuning regulators
• New estimation algorithms for discrete non-linear systems and observations with multiple time delays
• A Bayesian solution to the problem of state estimation in an unknown noise environment†
• On smoothing in linear discrete systems with time delays†
• Identification of stochastic linear dynamic systems using Kalman filter representation
• Optimal smoothing for continuous-time systems with multiple time delays

This page was built for publication: Identification of time delays in linear stochastic systems