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

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

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.

A. P. Roberts | M.W.A. Smith

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