Recursive Identification of Continuous Time Variant Dynamical Systems with the Extended Kalman Filter and the Recursive Least Squares State-Variable Filter

DOI10.5220/0006865504580465zbMath1530.93528OpenAlexW2886350969MaRDI QIDQ6065566

Mateus Giesbrecht, Unnamed Author, Unnamed Author, Unnamed Author

Publication date: 15 November 2023

Published in: Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5220/0006865504580465

zbMATH Keywords

hybrid algorithmextended Kalman filter (EKF)recursive least squares state-variable filter (RLSSVF) methodstate-variable filter (SVF)

Mathematics Subject Classification ID

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

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