On parameter and state estimation for linear differential--algebraic equations

DOI10.1016/J.AUTOMATICA.2006.09.016MaRDI QIDQ875474zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Markus Gerdin, Thomas B. Schön, Torkel Glad, Fredrik Gustafsson, Lennart Ljung

Publication date 13 April 2007

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2006.09.016

zbMATH Keywords

parameter estimationestimationKalman filteringmodelingdifferential-algebraic equationsstate estimationstochastic differential-algebraic equationsGray-box models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Numerical Methods for Parameter Estimation in Nonlinear Differential Algebraic Equations
• Inverse problems for linear ill-posed differential-algebraic equations with uncertain parameters
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• scientific article; zbMATH DE number 1054755

Cites work

• scientific article; zbMATH DE number 3144516 (Why is no real title available?)
• scientific article; zbMATH DE number 1090982 (Why is no real title available?)
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• A Perturbation Analysis of the Generalized Sylvester Equation $( AR - LB,DR - LE ) = ( C,F )$
• Interactive system identification: prospects and pitfalls
• Introduction to stochastic control theory
• LAPACK Users' Guide
• Linear filtering for bilinear stochastic differential systems with unknown inputs
• Numerical data fitting in dynamical systems. A practical introduction with applications and software. With CD-ROM
• Numerical solution of differential algebraic Riccati equations
• Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
• Singular control systems
• Stationary LQG control of singular systems
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
• Stochastic processes and filtering theory

Cited in

(6)

• An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems
• Inverse problems for linear ill-posed differential-algebraic equations with uncertain parameters
• Determinability and state estimation for switched differential-algebraic equations
• Parameter estimation by quasilinearization in differential equations with state-dependent delays
• Aspects of Modeling Dynamical Systems by Differential-Algebraic Equations
• Issues in sampling and estimating continuous-time models with stochastic disturbances

Describes a project that uses

Uses Software

• System Identification Toolbox
• Schittkowski
• Modelica
• Matlab
• LAPACK

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