Parameter estimation in stochastic grey-box models.

DOI10.1016/j.automatica.2003.10.001zbMath1048.93088WikidataQ60398447 ScholiaQ60398447MaRDI QIDQ1428692

Henrik Madsen, Niels Rode Kristensen, 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 estimation; Parameter estimation; Extended Kalman filter; Stochastic differential equations; Software tools; Robust estimation; Estimation accuracy; Estimation with missing observations; Grey-box models

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E10: Estimation and detection in stochastic control theory

Related Items

Input estimation in nonlinear dynamical systems using differential algebra techniques, Optimal smoothing of nonlinear dynamic systems via Monte Carlo Markov chains

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