Identification of time-varying systems using combined parameter estimation and filtering
From MaRDI portal
Publication:3199304
DOI10.1109/29.52707zbMath0713.93062MaRDI QIDQ3199304
Publication date: 1990
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/29.52707
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
93E12: Identification in stochastic control theory
Related Items
Optimal and suboptimal smoothing algorithms for identification of time-varying systems with randomly drifting parameters, A new look at the statistical identification of nonstationary systems, MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS