Parameter estimation of stochastic linear systems subject to colored noise

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) ◽

10.1109/cdc.2001.980643 ◽

2003 ◽

Cited By ~ 1

Author(s):

Wei Xing Zheng

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Colored Noise ◽

Stochastic Linear Systems

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Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises

International Journal of General Systems ◽

10.1080/03081079.2015.1106741 ◽

2016 ◽

Vol 45 (5) ◽

pp. 575-588 ◽

Cited By ~ 2

Author(s):

M. Basin ◽

J. J. Maldonado ◽

O. Zendejo

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Mean Square ◽

Stochastic Linear Systems

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Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises

Information Sciences ◽

10.1016/j.ins.2012.02.021 ◽

2012 ◽

Vol 197 ◽

pp. 177-186 ◽

Cited By ~ 7

Author(s):

Michael Basin ◽

Juan J. Maldonado

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Mean Square ◽

Stochastic Linear Systems

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Sliding mode state filtering and parameter estimation for stochastic linear systems

2012 12th International Workshop on Variable Structure Systems ◽

10.1109/vss.2012.6163512 ◽

2012 ◽

Author(s):

Michael Basin ◽

Pablo Rodriguez-Ramirez

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Sliding Mode ◽

Stochastic Linear Systems

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Mean-square state and parameter estimation for stochastic linear systems with Poisson noise

2011 IEEE International Symposium on Intelligent Control ◽

10.1109/isic.2011.6045419 ◽

2011 ◽

Author(s):

Michael Basin ◽

Juan J. Maldonado

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Poisson Noise ◽

Mean Square ◽

Stochastic Linear Systems

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Parameter estimation of stochastic linear systems with noisy input

International Journal of Systems Science ◽

10.1080/00207720410001691109 ◽

2004 ◽

Vol 35 (3) ◽

pp. 185-190 ◽

Cited By ~ 14

Author(s):

Wei Xing Zheng

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Noisy Input ◽

Stochastic Linear Systems

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Continuous-time constrained least-squares algorithms for recursive parameter estimation of stochastic linear systems by a stabilized output-error method

International Journal of Control ◽

10.1080/00207178608933675 ◽

1986 ◽

Vol 44 (5) ◽

pp. 1395-1413

Author(s):

A. J. UDINK TEN CATE

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Linear Systems ◽

Continuous Time ◽

Constrained Least Squares ◽

Output Error ◽

Recursive Parameter Estimation ◽

Stochastic Linear Systems ◽

Error Method

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Parameter estimation algorithms for bilinear and non-linear systems using Walsh functions—recursive approach

International Journal of Systems Science ◽

10.1080/00207729208949206 ◽

1992 ◽

Vol 23 (2) ◽

pp. 283-290 ◽

Cited By ~ 3

Author(s):

A. N. JHA ◽

A. S. SAXENA ◽

V. S. RAJAMANI

Keyword(s):

Parameter Estimation ◽

Linear Systems ◽

Walsh Functions ◽

Estimation Algorithms ◽

Non Linear ◽

Non Linear Systems

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Parameter Estimation of Continuous-Time Linear Systems by Fitting Autocorrelation Functions with Application to Power System Structural Parameter Estimation

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)65925-1 ◽

1978 ◽

Vol 11 (1) ◽

pp. 47-55

Author(s):

C. Maffezzoni ◽

V. Marchese

Keyword(s):

Parameter Estimation ◽

Power System ◽

Linear Systems ◽

Continuous Time ◽

Structural Parameter ◽

Autocorrelation Functions ◽

Time Linear

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Adaptive control with recursive identification for stochastic linear systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.1984.1103520 ◽

1984 ◽

Vol 29 (4) ◽

pp. 312-321 ◽

Cited By ~ 71

Author(s):

P. Caines ◽

S. Lafortune

Keyword(s):

Adaptive Control ◽

Linear Systems ◽

Recursive Identification ◽

Stochastic Linear Systems

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Almost sure stability of stochastic linear systems with ergodic parameters: an average contractivity criterion

Proceedings of the 45th IEEE Conference on Decision and Control ◽

10.1109/cdc.2006.377061 ◽

2006 ◽

Cited By ~ 2

Author(s):

Paolo Bolzern ◽

Patrizio Colaneri ◽

Giuseppe De Nicolao

Keyword(s):

Linear Systems ◽

Almost Sure Stability ◽

Stochastic Linear Systems

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