Use of an analogue computer in the application of Kalman filter methods of system identification in the presence of noise
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Publication:1242832
DOI10.1016/0378-4754(77)90035-0zbMath0368.93033MaRDI QIDQ1242832
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
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The identification of the parameters of time-invariant stochastic systems by a method derived from the continuous-time Kalman filter, The analysis of a parameter identification algorithm which was 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