Optimal simultaneous maximuma posterioriestimation of states, noise statistics and parameters II. Numerical performance

DOI10.1080/00207728008967093MaRDI QIDQ3895370zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728008967093

Mathematics Subject Classification ID

Large-scale systems (93A15) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Cites work

• scientific article; zbMATH DE number 3249288 (Why is no real title available?)
• Accelerating the Convergence of Matrix Iterative Processes
• Least-square acceleration of iterative methods for linear equations
• Newton-type methods for unconstrained and linearly constrained optimization
• Some simplified algorithms for the bayesian identification of aircraft parameters

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