Identification by a combined smoothing nonlinear programming algorithm

DOI10.1016/0005-1098(80)90010-2zbMath0466.93081OpenAlexW1996764855MaRDI QIDQ1155573

A. E. jun. Bryson, A. B. Cox

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90010-2

zbMATH Keywords

identificationparameter estimationdiscrete systemsminimization problemcomputational methodsnonlinear programmingfilteringKalman filteringoffline algorithmcombined smoothing nonlinear programming algorithmfiltering- sensitivity function methodsmoothing state estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear programming (90C30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

Fixed-interval smoother in the identification of time-varying dynamics

Cites Work

• Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
• Efficient computation of gradient and hessian of likelihood function in linear dynamic systems
• Application of the fixed-interval smoother to maneuvering trajectory estimation
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