Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems

DOI10.33048/SIBJIM.2021.24.310MaRDI QIDQ5882924zbMATH OpenOpenAlexFDO

Authors V. M. 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

zbMATH Keywords

anomalous observationscubature Kalman filterparametric identificationrobust filteringstochastic nonlinear continuous-discrete systemweighted maximum likelihood estimation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Cites work

• Array algorithms for H/sup ∞/ estimation
• Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
• Cubature Kalman Filters
• Information theoretic learning. Renyi's entropy and kernel perspectives
• Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
• Maximum likelihood and prediction error methods
• Maximum likelihood estimation using square root information filters
• On efficient parametric identification methods for linear discrete stochastic systems
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• Stochastic models, estimation, and control. Vol. 2,3
• Stochastic processes and filtering theory

Cited in

(3)

• Robust identification and its properties of nonlinear bilevel multi-stage dynamic system
• scientific article; zbMATH DE number 5887116 (Why is no real title available?)
• A parametric approach for l/sub 1/ robust identification

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