Title :
On the estimation of state variables and parameters for noisy dynamic systems
Author_Institution :
David Taylor Model Basin, Washington, DC
fDate :
1/1/1964 12:00:00 AM
Abstract :
The problem of estimating state variables and parameters is considered for discrete-time systems in the presence of random disturbances and measurement noise. The solution of the linear problem is given and an approximation technique is developed for nonlinear systems. A dynamic programming formulation of the estimation problem is also developed.
Keywords :
Discrete-time systems, nonlinear; Nonlinear systems, discrete-time; Parameter estimation; State estimation; Adaptive control; Availability; Control theory; Helium; Military computing; Noise measurement; Nonlinear systems; Programmable control; State estimation; Time domain analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1964.1105635
