Combined state and parameter estimation for a bilinear state space system with moving average noise

DOI10.1016/j.jfranklin.2018.01.011zbMath1395.93174OpenAlexW2789154978MaRDI QIDQ1661792

Feng Ding, Xiao Zhang, Tasawar Hayat, Ling Xu

Publication date: 17 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.01.011

zbMATH Keywords

bilinear state space systemcombined state and parameter estimationmoving average noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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