Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C
The paper considers how the Kalman filter has influenced the development of recursive parameter estimation since the publication of Rudolf Kalman's seminal article in 1960. It will present a partial review of developments over the past half century and provide a tutorial introduction to the refined instrumental variable approach to the optimal recursive estimation of parameters in both discrete and continuous-time transfer function models. The paper concludes with a case study that shows how...[Show more]
|01_Young_Gauss,_Kalman_and_advances_in_2011.pdf||649.74 kB||Adobe PDF|| Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.