Parameter estimation for LTI state space model

MaRDI QIDQ3572395zbMATH OpenFDO

Authors Min Gan, Hui Peng, Yong Wang

Publication date 8 July 2010

zbMATH Keywords

evolutionary algorithmMetropolis-Hastings algorithmparameter estimationsimulated annealing

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Estimation and detection in stochastic control theory (93E10)

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Cited in

(6)

• An algorithm for estimating parameters of state-space models
• Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis
• Estimation of parameters in the state space model of stochastic RL electrical circuit
• Output error identification of LTI state-space models by orthogonal gradient search
• Bayesian parameter estimation
• Parameter estimation of state space models for univariate observations

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