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

DOI10.1016/J.CNSNS.2012.12.017MaRDI QIDQ375582zbMATH OpenOpenAlexFDO

Authors Shahab Torkamani, Eric A. Butcher

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

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)

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