Improved estimation performance using known linear constraints
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Publication:705143
DOI10.1016/J.AUTOMATICA.2004.03.001zbMATH Open1077.93050OpenAlexW1996790278MaRDI QIDQ705143FDOQ705143
Torsten Söderström, Kaushik Mahata
Publication date: 26 January 2005
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2004.03.001
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Cites Work
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- On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
- The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
- On covariance function tests used in system identification
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- Model Updating In Structural Dynamics: A Survey
- Non-parametric identification of viscoelastic materials from wave propagatio experiments
- Analysis of subspace fitting and ML techniques for parameter estimation from sensor array data
Cited In (7)
- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
- On the end-performance metric estimator selection
- Kalman filtering under unknown inputs and norm constraints
- New viewpoints about pseudo measurements method in equality-constrained state estimation
- Differential constraints for bounded recursive identification with multivariate splines
- State estimation for linear systems with state equality constraints
- Metamorphic moving horizon estimation
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