• DocumentCode
    865886
  • Title

    On the estimation of state variables and parameters for noisy dynamic systems

  • Author

    Cox, Henry

  • Author_Institution
    David Taylor Model Basin, Washington, DC
  • Volume
    9
  • Issue
    1
  • fYear
    1964
  • fDate
    1/1/1964 12:00:00 AM
  • Firstpage
    5
  • Lastpage
    12
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1964.1105635
  • Filename
    1105635
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=865886