Iterated gain-based stochastic filters for dynamic system identification

DOI10.1016/j.jfranklin.2013.10.003zbMath1293.93745WikidataQ60585147 ScholiaQ60585147MaRDI QIDQ398493

Debasish Roy, Ram Mohan Vasu, Tara Raveendran

Publication date: 15 August 2014

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2013.10.003

zbMATH Keywords

dynamic system identification; ensemble Kalman filter (EnKF); higher dimensional systems; stochastic filters

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93E12: Identification in stochastic control theory

Related Items

Consistency of the robust recursive Hammerstein model identification algorithm

Uses Software

• EnKF

Cites Work

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