Use of an analogue computer in the application of Kalman filter methods of system identification in the presence of noise

Kalman filtering is applied to the problem of System Identification by interchanging the roles of the state variables and the unknown parameters. It is assumed that simultaneous operating records of the controls applied and the measured outputs of the plant are available, and that the records of the outputs contain noise. The theory is developed in continuous time and the advantages and limitations of analogue computational methods are discussed.

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Year of publication:	1977
Authors:	Roberts, A.P. ; Smith, M.W.A.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 19.1977, 1, p. 11-22
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010870545