Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems
DOI10.33048/SIBJIM.2021.24.310OpenAlexW3214715824MaRDI QIDQ5882924
Unnamed Author, Vladimir Mikhaĭlovich Chubich
Publication date: 29 March 2023
Published in: Sibirskii zhurnal industrial'noi matematiki (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/sjim1147
parametric identificationrobust filteringcubature Kalman filteranomalous observationsweighted maximum likelihood estimationstochastic nonlinear continuous-discrete system
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)
Cites Work
- On efficient parametric identification methods for linear discrete stochastic systems
- Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
- Stochastic models, estimation, and control. Vol. 2,3
- Maximum likelihood and prediction error methods
- Stochastic processes and filtering theory
- Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
- Array algorithms for H/sup ∞/ estimation
- Cubature Kalman Filters
- Information Theoretic Learning
- Maximum likelihood estimation using square root information filters
- On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
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