Yu. V. Tsyganova, M. V. Kulikova, “On efficient parametric identification methods for linear discrete stochastic systems”, Avtomat. i Telemekh., 2012, no. 6, 34–51; Autom. Remote Control, 73:6 (2012), 962

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Avtomatika i Telemekhanika, 2012, Issue 6, Pages 34–51 (Mi at3812)

This article is cited in 11 scientific papers (total in 11 papers)

Stochastic Systems, Queuing Systems

On efficient parametric identification methods for linear discrete stochastic systems

Yu. V. Tsyganova^a, M. V. Kulikova^b

^a Ul'yanovsk State University, Ul'yanovsk, Russia
^b Lisbon Technical University, Lisbon, Portugal

Full-text PDF (311 kB) Citations (11)

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Abstract: We construct a numerically stable algorithm (with respect to machine rounding errors) of adaptive Kalman filtering in order to solve the parametric identification problem for linear stationary stochastic discrete systems. We solve the problem in the state space. The proposed algorithm is formulated in terms of an orthogonal square-root covariance filter which lets us avoid a standard implementation of the Kalman filter.

Presented by the member of Editorial Board: A. V. Nazin

Received: 11.04.2011

English version:
Automation and Remote Control, 2012, Volume 73, Issue 6, Pages 962–975
DOI: https://doi.org/10.1134/S0005117912060033

Bibliographic databases:

Document Type: Article

Language: Russian

Citation: Yu. V. Tsyganova, M. V. Kulikova, “On efficient parametric identification methods for linear discrete stochastic systems”, Avtomat. i Telemekh., 2012, no. 6, 34–51; Autom. Remote Control, 73:6 (2012), 962–975

Citation in format AMSBIB

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\paper On efficient parametric identification methods for linear discrete stochastic systems

\jour Avtomat. i Telemekh.

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\vol 73

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Linking options:

https://www.mathnet.ru/eng/at3812

https://www.mathnet.ru/eng/at/y2012/i6/p34

This publication is cited in the following 11 articles:

V. M. Chubich, S. O. Kulabukhova, “Robastnaya protsedura parametricheskoi identifikatsii stokhasticheskikh nelineinykh nepreryvno-diskretnykh sistem”, Sib. zhurn. industr. matem., 24:3 (2021), 138–149
V. M. Chubich, S. O. Kulabukhova, “Robust Parametric Identification Procedure for Stochastic Nonlinear Continuous-Discrete Systems”, J. Appl. Ind. Math., 15:3 (2021), 384
Raillon L., Ghiaus C., “An Efficient Bayesian Experimental Calibration of Dynamic Thermal Models”, Energy, 152 (2018), 818–833
Yu. V. Tsyganova, A. V. Tsyganov, “O vychislenii znachenii proizvodnykh v LD-razlozhenii parametrizovannykh matrits”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 23 (2018), 64–79
Kulikova M.V., Tsyganova J.V., “A Unified Square-Root Approach For the Score and Fisher Information Matrix Computation in Linear Dynamic Systems”, Math. Comput. Simul., 119 (2016), 128–141
Semushin I., Tsyganova J., Kulikova M., Tsyganov A., Peskov A., “Identification of Human Body Daily Temperature Dynamics Via Minimum State Prediction Error Method”, 2016 European Control Conference (Ecc), IEEE, 2016, 2429–2434
Kulikova M.V., Tsyganova J.V., Semushin I., “Adaptive Wave Filtering For Marine Vessels Within Ud-Based Algorithms”, 2016 European Control Conference (Ecc), IEEE, 2016, 807–812
M. V. Kulikova, J. V. Tsyganova, “Differentiating matrix orthogonal transformations”, Comput. Math. Math. Phys., 55:9 (2015), 1419–1431
Kulikova M.V., Tsyganova J.V., “Constructing Numerically Stable Kalman Filter-Based Algorithms For Gradient-Based Adaptive Filtering”, Int. J. Adapt. Control Signal Process., 29:11 (2015), 1411–1426
M. V. Kulikova, Yu. V. Tsyganova, “A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and $J$ -orthogonal tranformations”, Autom. Remote Control, 75:8 (2014), 1402–1419
Yu. V. Tsyganova, “O metodakh realizatsii UD-filtra”, Izvestiya vysshikh uchebnykh zavedenii. Povolzhskii region. Fiziko-matematicheskie nauki, 2013, no. 3, 84–104

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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Abstract page:	561
Full-text PDF :	131
References:	64
First page:	32

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