A tensor network Kalman filter with an application in recursive MIMO Volterra system identification

DOI10.1016/j.automatica.2017.06.019zbMath1376.93104arXiv1610.05434MaRDI QIDQ1680889

Peng Zhang

Publication date: 17 November 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.05434

zbMATH Keywords

system identification; time-varying systems; Kalman filters; Volterra series; tensors; MIMO; identification methods

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

90B15: Stochastic network models in operations research

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

Uses Software

• Matlab
• TKPSVD