Optimal filtering over linear observations with unknown parameters

Journal of the Franklin Institute

Volumn 347, Issue 6, 2010, Pages 988-1000

  Basin, Michael ^a   Calderon Alvarez, Dario ^a  

^a UNIVERSIDAD AUTÓNOMA DE NUEVO LEÓN   (Mexico)

Author keywords

Kalman filtering; Parameter identification; Uncertain linear stochastic system

Indexed keywords

IDENTIFICATION (CONTROL SYSTEMS); SIGNAL FILTERING AND PREDICTION; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

FILTERING PROBLEMS; FILTERING SYSTEMS; KALMAN-FILTERING; LINEAR OBSERVATIONS; LINEAR STOCHASTIC SYSTEM; OPTIMAL FILTERING; PARAMETER IDENTIFICATION PROBLEMS; UNCERTAIN LINEAR STOCHASTIC SYSTEMS;

PARAMETER ESTIMATION;

EID: 78650035343     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2010.01.006     Document Type: Article

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