On-line identification of linear dynamic systems with applications to Kalman filtering

No abstract is available for this paper.

• Publication year

  1971

• Venue

  IEEE Transactions on Automatic Control

• Publication date

  1971-02-01

• Fields of study

  Mathematics, Engineering

• Identifiers
  DOI 10.1109/TAC.1971.1099621
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• An algorithm to solve matrix equations PH^{T} = G and P = φ P φ T + γγ T

  1970cited by this paper
• Maximum likelihood identification of stochastic linear systems

  1970cited by this paper
• CONSISTENT ESTIMATES OF THE PARAMETERS OF A LINEAR SYSTEM.

  1969cited by this paper
• Comments on "The relationship alternate state-space representations in linear filtering problems"

  1969cited by this paper
• Identification of stochastic linear dynamic systems

  1969cited by this paper
• An innovations approach to least-squares estimation--Part II: Linear smoothing in additive white noise

  1968cited by this paper
• Comments on "The relationship of alternate state-space representations in linear filtering problems"

  1968cited by this paper
• A new algorithm for linear system identification

  1968cited by this paper
• The factorization of discrete-process spectral matrices

  1967cited by this paper
• Canonical forms for linear multivariable systems

  1967cited by this paper
• Identification of Linear Dynamic Systems

  1964cited by this paper
• Another note on the transformation to canonical (phase-variable) form

  1964cited by this paper
• Estimation of a system pulse transfer function in the presence of noise

  1964cited by this paper
• Interpolation and extrapolation of stationary random sequences.

  1962cited by this paper
• Large-sample estimation of parameters for autoregressive processes with moving-average residuals

  1962cited by this paper
• An Approach to Time Series Analysis

  1961cited by this paper
• New Results in Linear Filtering and Prediction Theory

  1961cited by this paper
• A new approach to linear filtering and prediction problems" transaction of the asme~journal of basic

  1960cited by this paper
• The fitting of time series models

  1960cited by this paper
• On some moments and distributions occurring in the theory of linear stochastic processes—II

  1959cited by this paper
• The Analysis of Multiple Stationary Time Series

  1953cited by this paper
• On the Statistical Treatment of Linear Stochastic Difference Equations

  1943cited by this paper
• On the Theory of Stationary Random Processes

  1940cited by this paper
• On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers

  year unknowncited by this paper

• Modelling and stochastic updating of nonlinear structural joints

  2025cites this paper
• Dynamic Modeling and Its Impact on Estimation Accuracy for GPS Navigation Filters

  2025cites this paper
• A Practical Methodology for Real-Time Adjustment of Kalman Filter Process Noise for Lithium Battery State-of-Charge Estimation

  2024cites this paper
• Artificial Neural Networks for Navigation Systems: A Review of Recent Research

  2023cites this paper
• Approximate Gaussian variance inference for state‐space models

  2023cites this paper
• A Robust GPS Navigation Filter Based on Maximum Correntropy Criterion with Adaptive Kernel Bandwidth

  2023cites this paper
• Revealing Methods of GNSS Spoofing Mitigation Through Analyzing the Spoofing Impacts on Adaptively Robust Estimation-Based RTK/INS Tightly Coupled Integration

  2023cites this paper
• Policy optimization of finite-horizon Kalman filter with unknown noise covariance

  2023cites this paper
• An adaptive-noise Augmented Kalman Filter approach for input-state estimation in structural dynamics

  2023cites this paper
• Adaptive and Risk-Aware Target Tracking for Robot Teams With Heterogeneous Sensors

  2022cites this paper
• Reliable event-based dissipative filter design for discrete-time system with dynamic quantization and sensor fault

  2022cites this paper
• A Robust Integration Platform of Wi-Fi RTT, RSS Signal, and MEMS-IMU for Locating Commercial Smartphone Indoors

  2022cites this paper
• A Robust Unscented Kalman Filter for Intermittent and Featureless Aircraft Sensor Faults

  2021cites this paper
• Robust autocovariance least-squares noise covariance estimation algorithm

  2021cites this paper
• How to Deal with Parameter Estimation in Continuous-Time Stochastic Systems

  2021cites this paper
• Adaptive Central Difference Kalman Filter With Unknown Measurement Noise Covariance and Its Application to Airborne POS

  2021cites this paper
• How to Deal with Parameter Estimation in Continuous-Time Stochastic Systems

  2021cites this paper
• A Multi-Sensor Information Fusion Method Based on Factor Graph for Integrated Navigation System

  2021cites this paper
• A Novel Unscented Kalman Filter Strategy to Enhance Navigation System Performance

  2020cites this paper
• Dual state/rainfall correction via soil moisture assimilation for improved streamflow simulation: evaluation of a large-scale implementation with Soil Moisture Active Passive (SMAP) satellite data

  2020cites this paper
• A Robust State Estimation Method for Unknown, Time-Varying and Featureless Aircraft Sensor Failures

  2020cites this paper
• Maximum Likelihood-Based Fuzzy Adaptive Kalman Filter Applied to State Estimation of Permanent Magnet Synchronous Motors

  2020cites this paper
• A Deep Learning Bidirectional Temporal Tracking Algorithm for Automated Blood Cell Counting from Non-invasive Capillaroscopy Videos

  2020cites this paper
• Identifying human postural dynamics and control from unperturbed balance

  2020cites this paper
• Automated Blood Cell Counting from Non-invasive Capillaroscopy Videos with Bidirectional Temporal Deep Learning Tracking Algorithm

  2020cites this paper
• Dual state/rainfall correction via soil moisture assimilation for improved streamflow simulation: Evaluation of a large-scale implementation with SMAP satellite data

  2019cites this paper
• Dual Adaptive Factors-Based Integrated Navigation Performance Improvement for Airborne POS

  2019cites this paper
• Stochastic Subspace Identification

  2019cites this paper
• A Framework for Diagnosing Factors Degrading the Streamflow Performance of a Soil Moisture Data Assimilation System

  2019cites this paper
• Identification of Continuous-Time Systems

  2019cites this paper
• A Modified Extended Kalman Filter for a Two-Antenna GPS/INS Vehicular Navigation System

  2018cites this paper
• Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I

  2017cites this paper
• Fiber-Optic Gyroscope Signal Denoising Using an Adaptive Robust Kalman Filter

  2016cites this paper
• Muslim Education and Communal Conflict in Colonial Bengal: British Policies and Muslim Responses from 1854 to 1947

  2016cites this paper
• Bayesian non-parametric methods for dynamic state-noise covariance matrix estimation: Application to target tracking

  2016cites this paper
• Approches bayésiennes pour le pistage radar de cibles de surface potentiellement manoeuvrantes

  2016cites this paper
• A Fuzzy Logic based system for Mixed Reality assistance of remote workforce

  2016cites this paper
• Adaptive GPS/INS integration for relative navigation

  2015cites this paper
• Cramér-Rao-type bound for state estimation in linear discrete-time system with unknown system parameters

  2015cites this paper
• EEG Spike Detection Technique Using Output Correlation Method: A Kalman Filtering Approach

  2015cites this paper
• Estimation of Unmanned Aerial Vehicle Dynamics

  2015cites this paper
• An intelligent fault-tolerant strategy for AUV integrated navigation systems

  2015cites this paper
• Sensor Placement Algorithms for Process Efficiency Maximization

  2015cites this paper
• Bayesian Estimation in the Presence of Deterministic Nuisance Parameters—Part I: Performance Bounds

  2015cites this paper
• An innovation based random weighting estimation mechanism for denoising fiber optic gyro drift signal

  2014cites this paper
• An improved adaptive square root unscented Kalman filter for denoising IFOG signal

  2014cites this paper
• In-motion initial alignment method for DVL-aided SINS under wave disturbance for AUV

  2014cites this paper
• An improved adaptive unscented Kalman filter for denoising the FOG signal

  2014influential citation
• A Study of Adaptive Fault Detection Method for GNSS Applications

  2014cites this paper
• Towards autonomous localization and mapping of AUVs: a survey

  2013influential citation
• GPS/INS Integration Accuracy Enhancement Using the Interacting Multiple Model Nonlinear Filters

  2013cites this paper
• Parameter Estimation for Blind and Non-Blind Deblurring Using Residual Whiteness Measures

  2013cites this paper
• An improved adaptive Kalman filter for denoising fiber optic gyro drift signal

  2013influential citation
• Adaptive Kalman filter for estimation of environmental performance variables in an acid gas removal process

  2013cites this paper
• Performance enhancement for ultra-tight GPS/INS integration using a fuzzy adaptive strong tracking unscented Kalman filter

  2013cites this paper
• Kalman Filtering and Speech Enhancement Bc .

  2012cites this paper
• Fault tolerant adaptive estimation of nonlinear processes using redundant measurements

  2012cites this paper
• A Novel Design for the Ultra-Tightly Coupled GPS/INS Navigation System

  2012cites this paper
• Dynamic nonlinear state-space model with a neural network via improved sequential learning algorithm for an online real-time hydrological modeling

  2012cites this paper
• An ensemble Kalman filter dual assimilation of thermal infrared and microwave satellite observations of soil moisture into the Noah land surface model

  2012cites this paper
• Active visual scene exploration

  2011cites this paper
• Neural network aided adaptive Kalman filter for GPS/INS navigation system design

  2011cites this paper
• Application of the Kalman Filter to Signal Enhancement

  2010cites this paper
• Evaluating the Performances of Adaptive Kalman Filter Methods in GPS/INS Integration

  2010cites this paper
• Adaptive Kalman Filter for Navigation Sensor Fusion

  2010cites this paper
• Calculation of the Kalman Gain using the Mehra Approach

  2010cites this paper
• Fuzzy Adaptive Unscented Kalman Filter for Ultra-Tight GPS/INS Integration

  2010cites this paper
• Real-time detection of auditory : steady-state brainstem potentials evoked by auditory stimuli

  2010cites this paper
• Evaluating the Utility of Remotely Sensed Soil Moisture Retrievals for Operational Agricultural Drought Monitoring

  2010cites this paper
• Least Squares Estimation of Parameters of Linear Models

  2010cites this paper
• Active Probing for Diagnosis of Emergent Faults

  2009cites this paper
• Adaptive and Nonlinear Kalman Filtering for GPS Navigation Processing

  2009cites this paper
• Assimilation of a Satellite-Based SoilMoisture Product into a Two-Layer Water Balance Model for a Global Crop Production Decision Support System

  2009cites this paper
• Particle swarm optimization for GPS navigation Kalman filter adaptation

  2009cites this paper
• A Rao-Blackwellised particle filter-based likelihood ratio approach to fault diagnosis for linear stochastic systems

  2009cites this paper
• Estimation of the disturbance structure from data using semidefinite programming and optimal weighting

  2009cites this paper
• A hybrid fuzzy adaptive tracking algorithm for maneuvering targets

  2008cites this paper
• Influence of zoom selection on a Kalman filter

  2008cites this paper
• Modeling, Estimation and Optimal Filtering in Signal Processing

  2008cites this paper
• An Adaptive Sensor Fusion Method with Applications in Integrated Navigation

  2008cites this paper
• Forecast Stock Market Returns Based on Risk Anticipation

  2008cites this paper
• AnAdaptive FuzzyStrong Tracking KalmanFilter forGPS/INS Navigation

  2007cites this paper
• Adaptive-Gain Kinematic Filters of Orders 2-4

  2007cites this paper
• Estimating precipitation errors using spaceborne surface soil moisture retrievals

  2007influential citation
• A practical note on evaluating Kalman filter performance optimality and degradation

  2007cites this paper
• An Adaptive Fuzzy Strong Tracking Kalman Filter for GPS/INS Navigation

  2007cites this paper
• Data-based Techniques to Improve State Estimation in Model Predictive Control

  2007cites this paper
• Continuous-time identification of exponential-affine term structure models

  2006cites this paper
• Drift compensation for automatic nanomanipulation with scanning probe microscopes

  2006cites this paper
• IAE-adaptive Kalman filter for INS/GPS integrated navigation system 1 1 This project was supported by the National Natural Science Foundation of China (40125013 & 40376011).

  2006cites this paper
• Estimation of Noise Covariances and Disturbance Structure from Data Using Least Squares with Optimal Weighting

  2006cites this paper
• Filtrage robuste pour les systèmes stochastiques incertains

  2005cites this paper
• On-line System Identification using State Observer

  2005cites this paper
• GPS Navigation Using Fuzzy Neural Network Aided Adaptive Extended Kalman Filter

  2005cites this paper
• Study on GPS attitude determination system aided INS using adaptive Kalman filter

  2005cites this paper
• Fuzzy neural network aided adaptive Kalman filtering for GPS navigation

  2005cites this paper
• Adaptive tuning of a Kalman filter via fuzzy logic for an intelligent AUV navigation system

  2004cites this paper
• A fuzzy Kalman filter optimized using a multi-objective genetic algorithm for enhanced autonomous underwater vehicle navigation

  2004cites this paper
• Neural Network Aided Adaptive Extended Kalman Filtering Approach for DGPS Positioning

  2004cites this paper
• N 91-17088 Attitude Determination and Calibration using a Recursive Maximum Likelihood-Based Adaptive Kalman Filter

  2003cites this paper