State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure

DOI10.1109/9.85061zbMATH Open0753.93077OpenAlexW1969003516MaRDI QIDQ3987147FDOQ3987147

Rong-Ming Chen, Shyang Chang

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1109/9.85061

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zbMATH Keywords

algorithmsGaussian white noisecolored measurement noiseARMA order determination criterionminimum discrepancy measure

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

Cited In (5)

• Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
• Strong tracking filtering of nonlinear time-varying stochastic systems with coloured noise: application to parameter estimation and empirical robustness analysis
• Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique

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