The relationship between a continuous-time identification algorithm based on the deterministic filter and least-squares methods

DOI10.1016/0020-0255(79)90008-2zbMath0451.93060MaRDI QIDQ1148283

S. H. Smith

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0020-0255(79)90008-2

zbMATH Keywords

Kalman filter; state estimator; recursive algorithms

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

93C99: Model systems in control theory