scientific article; zbMATH DE number 1264244

MaRDI QIDQ4233161zbMATH OpenFDO

Authors Jan Stecha, Vladimír Havlena

Publication date 21 September 1999

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)

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(4)

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

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