Numerical differentiation and parameter estimation in higher-order linear stochastic systems

DOI10.1109/9.489273MaRDI QIDQ4884128zbMATH OpenOpenAlexFDO

Authors T. E. Duncan, Petr Mandl, B. Pasik-Duncan

Publication date 4 February 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.489273

zbMATH Keywords

approximate derivativesconsistent estimatesnumerical differentiationparameter estimation

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Estimation and detection in stochastic control theory (93E10)

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Cited in

(9)

• Numerical differentiation with annihilators in noisy environment
• Optimal differentiation based on stochastic signal models
• A note on sampling and parameter estimation in linear stochastic systems
• Adaptive control of continuous time stochastic systems
• Algebraic differentiators through orthogonal polynomials series expansions
• Non-asymptotic numerical differentiation: a kernel-based approach
• Algebraic estimation in partial derivatives systems: parameters and differentiation problems
• Synthesized sliding mode and time-delay control for a class of uncertain systems
• Multivariate numerical differentiation

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