On parameter and state estimation for linear differential--algebraic equations

DOI10.1016/J.AUTOMATICA.2006.09.016zbMath1137.93052DBLPjournals/automatica/GerdinSGGL07OpenAlexW2104794175WikidataQ59591898 ScholiaQ59591898MaRDI QIDQ875474

Torkel Glad, Fredrik Gustafsson, Thomas B. Schön, Lennart Ljung, Markus Gerdin

Publication date: 13 April 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.09.016

zbMATH Keywords

estimationparameter estimationmodelingstate estimationdifferential-algebraic equationsKalman filteringstochastic differential-algebraic equationsGray-box models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (2)

An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems ⋮ Issues in sampling and estimating continuous-time models with stochastic disturbances

Uses Software

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• Modelica
• Schittkowski
• System Identification Toolbox

Cites Work

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• LAPACK Users' Guide
• A Perturbation Analysis of the Generalized Sylvester Equation $( AR - LB,DR - LE ) = ( C,F )$
• Linear filtering for bilinear stochastic differential systems with unknown inputs
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.

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