Estimation of parameters in a linear state space model using a Rao-Blackwellised particle filter

IEE Proceedings: Control Theory and Applications

Volumn 151, Issue 6, 2004, Pages 727-738

  Li, P ^a   Goodall, R ^a   Kadirkamanathan, V ^b  

^a LOUGHBOROUGH UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CONDITION MONITORING; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; RANDOM PROCESSES; STATE SPACE METHODS;

INPUT DATA; OUTPUT DATA; PARTICLE FILTERS; PROCESS NOISE;

KALMAN FILTERING;

EID: 10944253539     PISSN: 13502379     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1049/ip-cta:20041008     Document Type: Conference Paper

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