Gauss, Kalman and advances in recursive parameter estimation
From MaRDI portal
Publication:3018540
DOI10.1002/FOR.1187zbMATH Open1217.91151OpenAlexW2140682206MaRDI QIDQ3018540FDOQ3018540
Authors: Peter Young
Publication date: 27 July 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1187
Recommendations
- The Kalman filter: an introduction to the mathematics of linear least mean square recursive estimation
- Recursive estimation in econometrics
- Recursive state and parameter estimation with applications in water resources
- Recursive parameter estimation of transfer function models
- scientific article; zbMATH DE number 647761
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Steiglitz-McBride identification algorithm revisited--Convergence analysis and accuracy aspects
- Data Assimilation
- Title not available (Why is that?)
- Recursive estimation of mixed autoregressive-moving average order
- Evaluation of likelihood functions for Gaussian signals
- Title not available (Why is that?)
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- Title not available (Why is that?)
- Refined instrumental variable methods of recursive time-series analysis Part III. Extensions
- SOME THEOREMS IN LEAST SQUARES
- Dynamical equations for optimal nonlinear filtering
- Title not available (Why is that?)
- Some observations on instrumental variable methods of time-series analysis
- Recursive estimation and time-series analysis. An introduction
- Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
- Least squares estimation in dynamic-disturbance time series models
- Identification of non-linear stochastic systems by state dependent parameter estimation
- Numerical Bayesian Methods Applied to Signal Processing
- LINEAR REGRESSION APPLIED TO SYSTEM IDENTIFICATION FOR ADAPTIVE CONTROL SYSTEMS
- A systems approach to recursive economic forecasting and seasonal adjustment
- The equivalence of digital and analog signal processing
- Time series recursions and stochastic approximation
- Discrete-time fixed-lag smoothing algorithms
- On the development and application of a continuous-discrete recursive prediction error algorithm
Cited In (4)
- Recursive estimation: A unified approach to the identification, estimation, and forecasting of hydrological systems
- A new recursive estimation method for single input single output models
- On unified framework for nonlinear grey system models: an integro-differential equation perspective
- Recursive state and parameter estimation with applications in water resources
Uses Software
This page was built for publication: Gauss, Kalman and advances in recursive parameter estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3018540)