Title :
System identification utilizing the Bucy representation theorem
Author_Institution :
Lear Siegler, Inc., Grand Rapids, MI, USA
fDate :
4/1/1970 12:00:00 AM
Abstract :
Using Bucy´s representation theorem for conditional density functions, a finite-dimensional solution for a system identification problem is derived. The derivation displays how, for this nonlinear estimation problem, the function-space representation for the posterior density can be greatly simplified.
Keywords :
System identification; Active noise reduction; Density functional theory; Differential equations; Displays; Estimation theory; Filtering theory; Probability; Random variables; System identification; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1970.1099433
