A study in continuous time of the identi
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M.W.A. Smith; A.P. Roberts
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Article
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1977
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Elsevier Science
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English
⚖ 648 KB
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 op