The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter

DOI10.1016/0020-0255(78)90007-5zbMath0443.93051MaRDI QIDQ1144535

S. H. Smith

Publication date: 1978

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(78)90007-5

zbMATH Keywords

Kalman filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

93C99: Model systems in control theory