scientific article; zbMATH DE number 1062311

MaRDI QIDQ4354905zbMATH OpenFDO

Authors Yaoyuan Wang

Publication date 17 September 1997

zbMATH Keywords

estimationidentificationKalman-Bucy filteringleast squaresparameter estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Recommendations

• Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering
• Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
• scientific article; zbMATH DE number 4007521
• Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems

Cited in

(6)

• Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering
• Linear Kalman-Bucy filter with vector autoregressive signal and noise
• Extended Kalman filter algorithm for continuous system parameter identification
• The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories
• The Kalman-Bucy filter in the guaranteed estimation problem
• Parameter estimation for kalman-bucy filter with small noise

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354905)