PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS

DOI10.1142/S0218127406015325MaRDI QIDQ5484893zbMATH OpenFDO

Authors David M. Walker

Publication date 21 August 2006

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218127406015325

zbMATH Keywords

Kalman filternonlinear systemsparameter Fittingunstable fixed points

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 7148143
• Reconstructing Nonlinear Dynamics by Extended Kalman Filtering
• Dynamical State and Parameter Estimation
• Robust parameter estimation of chaotic systems
• THE UNSCENTED KALMAN FILTER, A POWERFUL TOOL FOR DATA ANALYSIS

Cites work

• A new look at the statistical model identification
• Embedding as a modeling problem
• Estimating the dimension of a model
• scientific article; zbMATH DE number 534891 (Why is no real title available?)
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• scientific article; zbMATH DE number 843309 (Why is no real title available?)
• Independent coordinates for strange attractors from mutual information.
• On selecting models for nonlinear time series
• Reconstructing Nonlinear Dynamics by Extended Kalman Filtering
• Recycling of strange sets: I. Cycle expansions
• YET ANOTHER CHAOTIC ATTRACTOR

Cited in

(9)

• Kalman filter constraint switching for turbofan engine health estimation
• Multi-parameter identification from scalar time series generated by a Malkus-Lorenz water wheel
• Parameter identification of chaotic systems by a novel dual particle swarm optimization
• An Information Theoretic Approach for Estimating Nonlinear Dynamic Models
• State estimation for linear and non-linear equality-constrained systems
• Dynamical State and Parameter Estimation
• Reconstructing Nonlinear Dynamics by Extended Kalman Filtering
• An Algorithm for Estimating Fixed Points of Dynamical Systems from Time Series
• Constrained Kalman filtering via density function truncation for turbofan engine health estimation

This page was built for publication: PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5484893)