A modified extended Kalman filter for linear discrete-time systems with unknown parameters

DOI10.1016/0005-1098(81)90041-8MaRDI QIDQ1154439zbMATH OpenOpenAlexFDO

Authors Toshio Yoshimura, Katsunobu Konishi, Takashi Soeda

Publication date 1981

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(81)90041-8

zbMATH Keywords

compensatorestimationhyperstabilitylinear discrete-time systemsmodified extended Kalman filtermulti-input multi-output linear systemsunknown parameters

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cites work

• A survey of model reference adaptive techniques - theory and applications
• An Addendum to "Unbiased recursive identification using model reference adaptive techniques"
• Analysis of recursive stochastic algorithms
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• On positive real transfer functions and the convergence of some recursive schemes
• Stochastic processes and filtering theory
• System identification. A survey
• Unbiased recursive identification using model reference adaptive techniques

Cited in

(1)

• A prediction-error-method for recursive identification of nonlinear systems

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