PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS
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Publication:5484893
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)
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Cites Work
- Estimating the dimension of a model
- A new look at the statistical model identification
- YET ANOTHER CHAOTIC ATTRACTOR
- Independent coordinates for strange attractors from mutual information.
- Recycling of strange sets: I. Cycle expansions
- Title not available (Why is that?)
- On selecting models for nonlinear time series
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- Embedding as a modeling problem
- Reconstructing Nonlinear Dynamics by Extended Kalman Filtering
Cited In (9)
- Reconstructing Nonlinear Dynamics by Extended Kalman Filtering
- Parameter identification of chaotic systems by a novel dual particle swarm optimization
- State estimation for linear and non-linear equality-constrained systems
- An Information Theoretic Approach for Estimating Nonlinear Dynamic Models
- Constrained Kalman filtering via density function truncation for turbofan engine health estimation
- Multi-parameter identification from scalar time series generated by a Malkus-Lorenz water wheel
- Dynamical State and Parameter Estimation
- An Algorithm for Estimating Fixed Points of Dynamical Systems from Time Series
- Kalman filter constraint switching for turbofan engine health estimation
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