New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models

IEEE Transactions on Automatic Control

Volumn 44, Issue 5, 1999, Pages 938-951

  Elliott, Robert J ^a   Krishnamurthy, Vikram ^b,c  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITY OF MELBOURNE   (Australia)

^c IEEE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE-TIME LINEAR GAUSSIAN MODELS; EXPECTATION MAXIMIZATION ALGORITHMS; FINITE DIMENSIONAL FILTERS;

CONTROL SYSTEM ANALYSIS; CONTROL SYSTEM SYNTHESIS; KALMAN FILTERING; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; PARALLEL ALGORITHMS; PARAMETER ESTIMATION; SPURIOUS SIGNAL NOISE;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0032667314     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.763210     Document Type: Article

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