Combined filtering and parameter estimation: Approximations and robustness

DOI10.1016/0005-1098(90)90136-6zbMath0711.93083OpenAlexW2110617742MaRDI QIDQ923033

C. Visentin, Wolfgang J. Runggaldier

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90136-6

zbMATH Keywords

robustadaptive systemsapproximation algorithmsrecursive estimationnon-linear filteringBayes methodscombined filtering and parameter estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process

Cites Work

• Unnamed Item
• Unnamed Item
• Probability methods for approximations in stochastic control and for elliptic equations
• On measure transformations for combined filtering and parameter estimation in discrete time
• Optimal adaptive LQG control for systems with finite state process parameters
• Approximate and limit results for nonlinear filters with wide bandwith observation noise
• Filtering and control for wide bandwidth noise driven systems
• A new approach to stochastic adaptive control
• Nonlinear filtering for systems with random structure

This page was built for publication: Combined filtering and parameter estimation: Approximations and robustness