Modified extended Kalman filtering and a real-time parallel algorithm for system parameter identification

DOI10.1109/9.45155MaRDI QIDQ3494845zbMATH OpenOpenAlexFDO

Authors Herman C. Chui, Charles K. Chui, Guanrong Chen

Publication date 1990

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.45155

zbMATH Keywords

extended Kalman filterparallel computational schemereal-time filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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Cited in

(11)

• Recursive relaxation identification of linear multivariable systems with its parallel algorithm
• An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models
• The modified gain extended Kalman filter and parameter identification in linear systems
• Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
• A comparison between parallel algorithms for system parameter estimation in dynamic linear models
• Modified extended Kalman filtering for supervised learning
• Parallel computation of the modified extended kalman filter
• Extended Kalman filter algorithm for continuous system parameter identification
• On scalarized calculation of the likelihood function in array square-root filtering algorithms
• Modified unscented Kalman filter for nonlinear systems having linear subsystems
• On-line aircraft state and stability derivative estimation using themodified-gain extended Kalman filter

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