Strong tracking filtering of nonlinear time-varying stochastic systems with coloured noise: application to parameter estimation and empirical robustness analysis
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Publication:4714642
DOI10.1080/00207179608921698zbMath0875.93515OpenAlexW2031775116MaRDI QIDQ4714642
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Publication date: 13 May 1997
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179608921698
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Model systems in control theory (93C99)
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Cites Work
- Fault diagnosis in dynamic systems using analytical and knowledge-based redundancy - a survey and some new results
- Process fault detection based on modeling and estimation methods - a survey
- Identification of stochastic time lag systems in the presence of colored noise
- Extension of Friedland's separate-bias estimation to randomly time-varying bias of nonlinear systems
- Discrete-time filtering of noise correlated continuous-time processes: modeling and derivation of the sampling period sensitivities
- Identification of systems with cyclostationary input and correlated input/output measurement noise
- State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure
- Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
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