scientific article; zbMATH DE number 1300081

zbMATH Open0933.93072MaRDI QIDQ4248616FDOQ4248616

Authors: Zili Deng, Jianguo Li 

Publication date: 29 September 1999

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

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zbMATH Keywords

time series analysislinear discrete-time systempseudo-inversesteady-state Kalman filter gaininnovation model of ARMA processesrecursive identifier

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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• New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations
• Simple method for solving the constant gains of Kalman filters with single output
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• Variable gain parameter estimation algorithms for fast tracking and smooth steady state
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