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

DOI10.1109/9.45155zbMATH Open0709.93065OpenAlexW2011673767MaRDI QIDQ3494845FDOQ3494845

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

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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)

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

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