Mean-square joint state and noise intensity estimation for linear stochastic systems

International Journal of Innovative Computing, Information and Control

Volumn 7, Issue 1, 2011, Pages 327-334

  Basin, Michael ^a,b   Loukianov, Alexander ^b   Hernandez Gonzalez, Miguel ^b  

^a Autonomous University   (Mexico)

^b UNIDAD GUADALAJARA   (Mexico)

Author keywords

Filtering; Linear stochastic system; Parameter identification

Indexed keywords

DIFFUSION COEFFICIENTS; ESTIMATION PROBLEM; FILTERING; FILTERING PROBLEMS; FILTERING THEORY; ILLUSTRATIVE EXAMPLES; LINEAR OBSERVATIONS; LINEAR STOCHASTIC SYSTEM; MEAN-SQUARE; NOISE INTENSITIES; NOISE LEVELS; PARAMETER IDENTIFICATION; STATE FILTER; STATE VECTOR; STOCHASTIC DISTURBANCES; SYSTEM STATE; UNKNOWN PARAMETERS; WIENER PROCESS;

LINEAR SYSTEMS; SIGNAL FILTERING AND PREDICTION; STOCHASTIC SYSTEMS;

PARAMETER ESTIMATION;

EID: 78650873035     PISSN: 13494198     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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