Optimal Nonlinear Estimation of Linear Stochastic Systems: The Multivariable Extension

DOI10.1115/1.2802328MaRDI QIDQ5285343zbMATH OpenOpenAlexFDO

Authors Mark A. Hopkins, Hugh Vanlandingham

Publication date 3 June 1997

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.2802328

zbMATH Keywords

discrete-timeidentificationMIMOsimultaneous parameter and state estimation

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(8)

• Optimal multilinear estimation of a random vector under constraints of causality and limited memory
• Linear optimal estimation on nonstationary stochastic processes and factorization of correlation operators
• Nonparametric estimation for normalized coprime factors of a MIMO system
• Multiresponse Estimation with Special Application to Linear Systems of Differential Equations
• Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems
• Nonlinear Minimum Variance Estimation for Discrete-Time Multi-Channel Systems
• Multiobjective parameter estimation for non-linear systems: affine information and least-squares formulation
• Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems

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