Optimal estimation of parameters and states in stochastic time-varying systems with time delay

Communications in Nonlinear Science and Numerical Simulation

Volumn 18, Issue 8, 2013, Pages 2188-2201

  Torkamani, Shahab ^a   Butcher, Eric A ^a  

^a Horeshoe Cir Jett Hall   (United States)

Author keywords

Extended Kalman Bucy filter; Nonlinear filtering; Parameter estimation; Stochastic delay differential equations

Indexed keywords

BANDPASS FILTERS; CONTINUOUS TIME SYSTEMS; EXTENDED KALMAN FILTERS; NONLINEAR EQUATIONS; NONLINEAR FILTERING; ORDINARY DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS; TIME DELAY;

DELAY DIFFERENTIAL SYSTEMS; ESTIMATION OF PARAMETERS; EXTENDED KALMAN-BUCY FILTER; KALMAN-BUCY FILTER; OPTIMAL ESTIMATIONS; PARAMETERS ESTIMATION; STOCHASTIC DELAY DIFFERENTIAL EQUATIONS; STOCHASTIC TIME-VARYING SYSTEMS; STOCHASTICS; SYSTEMS WITH TIME DELAY;

PARAMETER ESTIMATION;

EID: 84875242312     PISSN: 10075704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cnsns.2012.12.017     Document Type: Article

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