A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise

DOI10.1109/TAC.1980.1102269MaRDI QIDQ3917992zbMATH OpenOpenAlexFDO

Authors V. Panuska

Publication date 1980

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

Full work available at URL https://doi.org/10.1109/tac.1980.1102269

zbMATH Keywords

extended Kalman filterextended least squares methodlinear system with correlated noiseminimum variance propertiesGauss-Markov time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)

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(9)

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• A theoretical analysis of recursive identification methods
• Unknown input observer design of switched systems based on iterative learning
• scientific article; zbMATH DE number 3763803 (Why is no real title available?)

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