Parameter estimation in stochastic grey-box models.

DOI10.1016/j.automatica.2003.10.001zbMath1048.93088OpenAlexW2022539494WikidataQ60398447 ScholiaQ60398447MaRDI QIDQ1428692

Niels Rode Kristensen, Henrik Madsen, Sten Bay Jørgensen

Publication date: 29 March 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2003.10.001

zbMATH Keywords

Maximum likelihood estimationParameter estimationExtended Kalman filterStochastic differential equationsSoftware toolsRobust estimationEstimation accuracyEstimation with missing observationsGrey-box models

Mathematics Subject Classification ID

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