Parameter estimation of systems subject to random state changes

DOI10.1109/9.241570MaRDI QIDQ4279999zbMATH OpenOpenAlexFDO

Authors Jiong Jiang, Sheldon X. C. Lou

Publication date 13 July 1994

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

Full work available at URL https://doi.org/10.1109/9.241570

zbMATH Keywords

linear least squarelinear regressionparameter estimation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Estimation and detection in stochastic control theory (93E10)

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• Smoothed state estimates under abrupt changes using sum-of-norms regularization
• Parameter estimation of a target-directed dynamic system model with switching states.
• How to deal with parameter estimation in continuous-time stochastic systems

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