Kalman filtering based gradient estimation algorithms for observer canonical state-space systems with moving average noises

DOI10.1016/J.JFRANKLIN.2018.12.031MaRDI QIDQ2423917zbMATH OpenOpenAlexWikidataFDO

Authors Ting Cui, Feng Ding, Tasawar Hayat, Xiangli Li

Publication date 21 June 2019

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

Full work available at URL https://doi.org/10.1016/j.jfranklin.2018.12.031

zbMATH Keywords

Kalman filteringobserver canonical state-space systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Canonical structure (93B10) Identification in stochastic control theory (93E12)

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• Identification methods for canonical state space systems

Cites work

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Cited in

(8)

• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
• Filtering based parameter estimation for observer canonical state space systems with colored noise
• Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique
• Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
• Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition
• Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises
• Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form

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