Parameter estimation in stochastic grey-box models

Automatica

Volumn 40, Issue 2, 2004, Pages 225-237

  Kristensen, Niels Rode ^a   Madsen, Henrik ^a   Jørgensen, Sten Bay ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

Estimation accuracy; Estimation with missing observations; Extended Kalman filter; Grey box models; Maximum likelihood estimation; Parameter estimation; Robust estimation; Software tools; Stochastic differential equations

Indexed keywords

COMPUTER SOFTWARE; DIFFERENTIAL EQUATIONS; KALMAN FILTERING; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC PROGRAMMING;

ESTIMATION ACCURACY; ROBUST ESTIMATION;

NONLINEAR SYSTEMS;

EID: 0346724496     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2003.10.001     Document Type: Article

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