Identification by a combined smoothing nonlinear programming algorithm

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

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

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

identification; parameter estimation; discrete systems; minimization problem; computational methods; nonlinear programming; filtering; Kalman filtering; offline algorithm; combined smoothing nonlinear programming algorithm; filtering- sensitivity function method; smoothing state estimation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

90C30: Nonlinear programming

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

Related Items

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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