Improved estimation performance using known linear constraints

DOI10.1016/J.AUTOMATICA.2004.03.001MaRDI QIDQ705143zbMATH OpenOpenAlexFDO

Authors Kaushik Mahata, Torsten Söderström

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

zbMATH Keywords

variable projectionlinear constraintsstatistical analysis

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3548558 (Why is no real title available?)
• scientific article; zbMATH DE number 3577138 (Why is no real title available?)
• Analysis of subspace fitting and ML techniques for parameter estimation from sensor array data
• Model Updating In Structural Dynamics: A Survey
• Non-parametric identification of viscoelastic materials from wave propagatio experiments
• On covariance function tests used in system identification
• 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

Cited in

(8)

• The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
• Improving parameter estimation using constrained optimization methods
• On the end-performance metric estimator selection
• New viewpoints about pseudo measurements method in equality-constrained state estimation
• Kalman filtering under unknown inputs and norm constraints
• 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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