An information theoretic approach to dynamical systems modeling and identification

DOI10.1109/TAC.1978.1101690zbMATH Open0375.93044OpenAlexW2135670014MaRDI QIDQ4154466FDOQ4154466

Authors: Yoram Baram, Nils R. jun. Sandell 

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1109/tac.1978.1101690

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cited In (15)

• On identification and adaptive estimation for systems with interrupted observations
• Parameter identifiability with Kullback-Leibler information divergence criterion
• Hybrid state estimation and model-set design of invariable-structure semi-ballistic reentry vehicle
• Simultaneous mode, input and state estimation for switched linear stochastic systems
• Self-tuning control of a fixed-bed chemical reactor system
• A new generalized residual multiple model adaptive estimator of parameters and states
• Convergence of continuous-time partitioned adaptive state estimators
• Distance measures for stochastic models
• An optimization approach to adaptive Kalman filtering
• Estimation in discrete parameter models
• Policy search for active fault diagnosis with partially observable state
• Further results on stable weighted multiple model adaptive control: discrete-time stochastic plant
• The Hammersley-Chapman-Robbins inequality for repeatedly monitored quantum system
• Stable weighted multiple model adaptive control: discrete-time stochastic plant
• Robust multiple model adaptive control: Modified using \(\nu \)-gap metric

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