Optimal estimation of parameters and states in stochastic time-varying systems with time delay

DOI10.1016/J.CNSNS.2012.12.017zbMATH Open1273.93155OpenAlexW2028160939MaRDI QIDQ375582FDOQ375582

Eric A. Butcher, Shahab Torkamani

Publication date: 31 October 2013

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S1007570412005722

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zbMATH Keywords

parameter estimationstochastic delay differential equationsnonlinear filteringextended Kalman-Bucy filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Cited In (7)

• A cyclic stastistics-based parametric approach to time-delay estimation
• Adaptive Kalman filtering for systems subject to randomly delayed and lost measurements
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• Optimal filtering for systems with finite-step autocorrelated process noises, random one-step sensor delay and missing measurements
• Time-delay estimation for nonlinear systems with piecewise-constant input
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