scientific article; zbMATH DE number 1264244

zbMATH Open0920.62112MaRDI QIDQ4233161FDOQ4233161

Authors: Jan Stecha, Vladimír Havlena 

Publication date: 21 September 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filterparameter estimationsmoothingstate estimationrecursive algorithms

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• Worst-case optimality of smoothing algorithms for parametric system identification
• Simultaneous parameter tracking and state estimation in a linear system
• Multi-dimensional state smoothing in the presence of non-linear interference
• Parameter identification of linear systems based on smoothing

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