Identification by a combined smoothing nonlinear programming algorithm

DOI10.1016/0005-1098(80)90010-2MaRDI QIDQ1155573zbMATH OpenOpenAlexFDO

Authors A. B. Cox, A. E. jun. Bryson

Publication date 1980

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(80)90010-2

zbMATH Keywords

parameter estimationidentificationnonlinear programmingKalman filteringfilteringminimization problemcomputational methodsdiscrete systemsoffline algorithmcombined smoothing nonlinear programming algorithmfiltering- sensitivity function methodsmoothing state estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear programming (90C30) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• scientific article; zbMATH DE number 3726185 (Why is no real title available?)
• scientific article; zbMATH DE number 3251929 (Why is no real title available?)
• scientific article; zbMATH DE number 3257809 (Why is no real title available?)
• Application of the fixed-interval smoother to maneuvering trajectory estimation
• Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
• Efficient computation of gradient and hessian of likelihood function in linear dynamic systems

Cited in

(1)

• Fixed-interval smoother in the identification of time-varying dynamics

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