PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS

DOI10.1142/S0218127406015325zbMATH Open1105.93059MaRDI QIDQ5484893FDOQ5484893

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)

zbMATH Keywords

Kalman filternonlinear systemsunstable fixed pointsparameter Fitting

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
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Cites work

• 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?)
• A new look at the statistical model identification
• Embedding as a modeling problem
• Estimating the dimension of a model
• 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)

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

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