Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition

DOI10.1016/J.CAM.2016.01.042zbMath1382.93032OpenAlexW2295148304MaRDI QIDQ5965345

Feng Ding, Xingyun Ma, Ximei Liu

Publication date: 3 March 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.01.042

zbMATH Keywords

iterative algorithmKalman filterleast squaresstate space system

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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