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A study in continuous time of the identification of initial conditions and/or parameters of deterministic system by means of a Kalman-type filter

✍ Scribed by M.W.A. Smith; A.P. Roberts


Publisher
Elsevier Science
Year
1977
Tongue
English
Weight
648 KB
Volume
19
Category
Article
ISSN
0378-4754

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✦ Synopsis


The performance of a Kalman-type filter in estimating the initial conditions and/or the parameters of a linear deterministic system from a single continuous measurement record is examined. The implications of the deterministic filter are investigated together with the computational aspects of its operation.

A suitable algorithm is developed to overcome difficulties associated with the matrix Riccati equation.


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