A novel narrow band digital filter and its application to multivariable system identification

DOI10.1016/0005-1098(86)90012-9zbMath0602.93065MaRDI QIDQ1082325

B. George

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90012-9

zbMATH Keywords

parameter estimation; Kalman filter; linear multivariable system; narrow band time-varying digital filter

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93C35: Multivariable systems, multidimensional control systems

93C05: Linear systems in control theory

93C57: Sampled-data control/observation systems

93E12: Identification in stochastic control theory

42A16: Fourier coefficients, Fourier series of functions with special properties, special Fourier series