Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems

DOI10.33048/SIBJIM.2021.24.310OpenAlexW3214715824MaRDI QIDQ5882924

Unnamed Author, Vladimir Mikhaĭlovich Chubich

Publication date: 29 March 2023

Published in: Sibirskii zhurnal industrial'noi matematiki (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/sjim1147

zbMATH Keywords

parametric identificationrobust filteringcubature Kalman filteranomalous observationsweighted maximum likelihood estimationstochastic nonlinear continuous-discrete system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

Cites Work

• On efficient parametric identification methods for linear discrete stochastic systems
• Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
• Stochastic models, estimation, and control. Vol. 2,3
• Maximum likelihood and prediction error methods
• Stochastic processes and filtering theory
• Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
• Array algorithms for H/sup ∞/ estimation
• Cubature Kalman Filters
• Information Theoretic Learning
• Maximum likelihood estimation using square root information filters
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

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