DocumentCode
3072351
Title
An approximate nonlinear filter for simultaneous estimation of states and parameters in linear stochastic systems
Author
Seo, Jae Hyun
Author_Institution
Texas Tech University, Lubbock, TX
fYear
1985
fDate
11-13 Dec. 1985
Firstpage
1962
Lastpage
1963
Abstract
An approximate nonlinear filter for simultaneous estimation of states and parameters in linear stochastic systems is derived based on some asymptotic considerations. The convergence properties of the approximate nonlinear filter as a parameter estimator for linear stochastic systems are examined and comparisons with other recursive identification algorithms are made.
Keywords
Atmosphere; Atmospheric modeling; Control systems; Convergence; Kalman filters; Maximum likelihood estimation; Nonlinear control systems; Nonlinear filters; State estimation; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1985 24th IEEE Conference on
Conference_Location
Fort Lauderdale, FL, USA
Type
conf
DOI
10.1109/CDC.1985.268499
Filename
4048663
Link To Document