Use of an analogue computer in the application of Kalman filter methods of system identification in the presence of noise

DOI10.1016/0378-4754(77)90035-0zbMATH Open0368.93033OpenAlexW2041898962MaRDI QIDQ1242832FDOQ1242832

Authors: K. Appert 

Publication date: 1977

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(77)90035-0

Mathematics Subject Classification ID

Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

Cited In (3)

• The analysis of a parameter identification algorithm which was derived from the continuous time Kalman filter
• The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter
• A study in continuous time of the identification of initial conditions and/or parameters of deterministic system by means of a Kalman-type filter

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