scientific article; zbMATH DE number 3782862

MaRDI QIDQ3960573zbMATH OpenFDO

Authors Torsten Söderström

Publication date 1980

zbMATH Keywords

correlation methodsKalman filtersparameter estimationprediction error methodsstate space methods

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Cited in

(4)

• Estimators for linear dynamical SISO systems with disturbed input-output measurements
• Identification of stochastic linear systems in presence of input noise
• On the uniqueness of prediction error models for systems with noisy input-output data
• On the accuracy achievable in least-squares dynamic system identification

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