Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering

Author:

Kulikova M. V.1,Tsyganova J. V.2

Affiliation:

1. CEMAT, Instituto Superior Técnico; Universidade de Lisboa; Portugal

2. Department of Mathematics and Information Technologies; Ulyanovsk State University; Russia

Funder

Portuguese national funding agency for science, research and technology (FCT)

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Signal Processing,Control and Systems Engineering

Reference32 articles.

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2. Optimal input signals for parameter estimation in dynamic systems - survey and new results;Mehra;IEEE Transactions on Automatic Control,1974

3. Sandell N Yared K Maximum likelihood identification of state space models for linear dynamic systems Technical Report M.I.T. Tech. Rep. ESL-R-814 1978

4. A new method for evaluating the log-likelihood gradient (score) of linear dynamic systems;Segal;IEEE Transactions on Automatic Control,1988

5. A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems;Segal;IEEE Transactions on Information Theory,1989

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