Optimal and suboptimal smoothing algorithms for identification of time-varying systems with randomly drifting parameters

DOI10.1016/J.AUTOMATICA.2007.10.029zbMath1149.93348OpenAlexW2137876637MaRDI QIDQ958260

Maciej Niedźwiecki

Publication date: 3 December 2008

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.10.029

zbMATH Keywords

system identificationtime-varying processesnoncausal estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (2)

A Suboptimal Dual Control Method for the Stochastic Systems with Parameters Drifting ⋮ A new information-weighted recursive algorithm for time-varying systems: application to UAV system identification

Cites Work

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• Adaptation and tracking in system identification - a survey
• On the lower smoothing bound in identification of time-varying systems
• On ``cheap smoothing opportunities in identification of time-varying systems
• A survey of data smoothing for linear and nonlinear dynamic systems
• Identification of time-varying systems using combined parameter estimation and filtering
• Averaging analysis for discrete time and sampled data adaptive systems
• Performance analysis of general tracking algorithms

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