Active parametric identification of stochastic continuous-discrete systems obtained by statistical linearization

zbMATH Open1324.93133MaRDI QIDQ5264824FDOQ5264824

Authors: V. I. Denisov, V. M. Chubich, E. V. Filippova 

Publication date: 27 July 2015

Full work available at URL: http://mathnet.ru/eng/sjim754

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zbMATH Keywords

parameter estimationmaximum likelihood methodinformation matrixoptimality criteriadesign of optimal input signals

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited In (10)

• Active identification of the parameters of a linear static plant. (A game problem of experimental design)
• Stochastic parametric system identification approach for validation of finite element models: industrial applications
• A statistical learning perspective on switched linear system identification
• Active parametric identification of Gaussian linear discrete system based on experiment design
• On efficient parametric identification methods for linear discrete stochastic systems
• Structural-and-parametric identification of linear stochastic plants using continuous fractions
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• Active identification of stochastic discrete dynamic systems

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