Optimal simultaneous state estimation and parameter identification in linear discrete-time systems
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Cited in
(16)- On identification and adaptive estimation for systems with interrupted observations
- Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises
- The Luenberger canonical form in the state/parameter estimation of linear systems
- Mean-square filtering for uncertain linear stochastic systems
- Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems
- Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises
- Convergence and asymptotic behaviour of parallel algorithms
- Optimal simultaneous maximuma posterioriestimation of states, noise statistics and parameters I. Algorithm
- A two-level algorithm for the simultaneous state and parameter identification
- On the uniqueness of maximum likelihood identification
- Sliding mode state and parameter identification for linear stochastic systems
- On-line identification of parameters of a linear multivariable discrete- time system and their convergence characteristics
- A survey of model reference adaptive techniques - theory and applications
- Mean-square filtering for polynomial discrete-time systems with Poisson noises
- Optimal filtering over linear observations with unknown parameters
- A synthesis of learning dual control for single-input/single-output systems
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