Joint state filtering and parameter estimation for linear stochastic time-delay systems

Signal Processing

Volumn 91, Issue 4, 2011, Pages 782-792

  Basin, Michael ^a   Shi, Peng ^b,c   Calderon Alvarez, Dario ^a  

^a UNIVERSIDAD AUTÓNOMA DE NUEVO LEÓN   (Mexico)

^b UNIVERSITY OF GLAMORGAN   (United Kingdom)

^c VICTORIA UNIVERSITY   (Australia)

Author keywords

Bilinear stochastic time delay system; Filtering; Parameter identification

Indexed keywords

CLOSED SYSTEMS; FILTERING; FILTERING PROBLEMS; FINITE-DIMENSIONAL FILTER; JOINT ESTIMATION PROBLEMS; LINEAR OBSERVATIONS; LINEAR TIME-DELAY SYSTEM; MEAN-SQUARE; MULTIPLICATIVE PARAMETERS; PARAMETER IDENTIFICATION; STATE FILTER; STATE FILTERING; STATE VECTOR; STOCHASTIC TIME DELAY SYSTEM; TIME-DELAY SYSTEMS; UNKNOWN PARAMETERS; WIENER PROCESS;

DELAY CONTROL SYSTEMS; SIGNAL FILTERING AND PREDICTION; STOCHASTIC SYSTEMS; TIME DELAY;

PARAMETER ESTIMATION;

EID: 78650903455     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2010.08.011     Document Type: Article

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