New estimation algorithms for discrete non-linear systems and observations with multiple time delays

DOI10.1080/00207177608922187zbMath0324.93036OpenAlexW2082764684MaRDI QIDQ4088697

D. F. Liang, G. S. Christensen

Publication date: 1976

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177608922187

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (4)

Identification of time delays in linear stochastic systems ⋮ High-order filters for estimation in non-Gaussian noise ⋮ Minimal-order observer for linear stochastic time-delay systems ⋮ An identification algorithm for linear stochastic systems with time delays†

Cites Work

• Unnamed Item
• New filtering and smoothing algorithms for discrete non-linear systems with time delays
• The matrix minimum principle
• Sequential estimation in linear systems with multiple time delays
• Optimal smoothing for continuous-time systems with multiple time delays

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