Filtering based parameter estimation for observer canonical state space systems with colored noise

DOI10.1016/J.JFRANKLIN.2016.10.032zbMATH Open1355.93199OpenAlexW2544268874MaRDI QIDQ509526FDOQ509526

Feng Ding, Ahmed Alsaedi, Xuehai Wang, Tasawar Hayat

Publication date: 9 February 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.10.032

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zbMATH Keywords

identificationcolored noisefiltering algorithmobserver canonical state space systemsrecursive generalized extended least squares

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Canonical structure (93B10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Title not available (Why is that?)
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Cited In (13)

• Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise
• New proof of the gradient-based iterative algorithm for a complex conjugate and transpose matrix equation
• On partially augmented observers for systems with coloured noises
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
• Data filtering-based parameter and state estimation algorithms for state-space systems disturbed by coloured noises
• Joint estimation of states and parameters for an input nonlinear state-space system with colored noise using the filtering technique
• The influence of the zeros of a system on the solvability of optimal filtering with colored noise
• Instrumental variable-based OMP identification algorithm for Hammerstein systems
• Data filtering‐based parameter estimation algorithms for a class of nonlinear systems with colored noises
• The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise
• A novel Student's \(t\)-based Kalman filter with colored measurement noise
• Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise
• The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise

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