WILSON, E. D.; CLAIRON, Quentin; TAYLOR, C. J.

doi:10.1049/el.2017.3577

CLAIRON, Quentin
Bordeaux population health [BPH]

TAYLOR, C. J.

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Electronics Letters. 2018-02, vol. 54, n° 4, p. 204-206

Resumen en inglés

The optimal refined instrumental variable method for the estimation of the Box-Jenkins (BJ) model is modified so that it functions as an optimal filter and state-estimation algorithm. In contrast to the previously developed minimal and non-minimal state-space (NMSS) forms for an Auto-Regressive Moving Average with eXogenous variables (ARMAX) model, the new algorithm requires the introduction of a novel extended NMSS form. This facilitates representation of the more general noise component of the BJ model. The approach can be used for adaptive filtering and state variable feedback control.< Leer menos

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SISTM

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https://oskar-bordeaux.fr/handle/20.500.12278/23725

DOI

http://dx.doi.org/10.1049/el.2017.3577

Centros de investigación

Bordeaux Population Health Research Center (BPH) - UMR 1219

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Non-minimal state-space polynomial form of the Kalman filter for a general noise model

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Palabras clave en inglés

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