Identification of non-linear stochastic systems by state dependent parameter estimation

DOI10.1080/00207170110089824zbMath1023.93064OpenAlexW2168352079MaRDI QIDQ3151515

John T. Bruun, Paul McKenna, Peter C. Young

Publication date: 16 October 2002

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170110089824

zbMATH Keywords

identificationparameter estimationrecursive filteringmaximum likelihoodnonlinear stochastic systemsfixed interval smoothingdata reorderingprediction error decompositionstate dependent parameters

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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