A NEW FORM OF THE EXTENDED KALMAN FILTER FOR PARAMETER-ESTIMATION IN LINEAR-SYSTEMS WITH CORRELATED NOISE

被引：38
作者：
PANUSKA, V
机构：
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1980年 / 25卷 / 02期
关键词：
D O I：
10.1109/TAC.1980.1102269
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
引用
收藏
页码：229 / 235
页数：7
相关论文
共 39 条
[1]   MAXIMUM LIKELIHOOD IDENTIFICATION OF GAUSSIAN AUTOREGRESSIVE MOVING AVERAGE MODELS [J].
AKAIKE, H .
BIOMETRIKA, 1973, 60 (02) :255-265
[2]   SYSTEM IDENTIFICATION - SURVEY [J].
ASTROM, KJ ;
EYKHOFF, P .
AUTOMATICA, 1971, 7 (02) :123-+
[3]  
ASTROM KJ, 1974, 7475 IMP COLL SCI TE
[4]  
ASTROM KJ, 1966, THEORY SELF ADAPTIVE
[5]   INFORMATION PATTERN FOR LINEAR DISCRETE-TIME MODELS WITH STOCHASTIC COEFFICIENTS [J].
BOHLIN, T .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1970, AC15 (01) :104-&
[6]  
Box G. E. P., 1970, Time series analysis, forecasting and control
[7]   STATIONARY LINEAR AND NON-LINEAR SYSTEM IDENTIFICATION AND PREDICTOR SET COMPLETENESS [J].
CAINES, PE .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1978, 23 (04) :583-594
[8]  
CLARKE DW, 1967, IFAC S IDENTIFICATIO
[9]   ON ESTIMATION OF STATE VARIABLES + PARAMETERS FOR NOISY DYNAMIC SYSTEMS [J].
COX, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1964, AC 9 (01) :5-&
[10]  
HANNAN EJ, UNPUBLISHED
1234