Non-minimal state-space polynomial form of the Kalman filter for a general noise model
| dc.rights.license | open | en_US |
| dc.contributor.author | WILSON, E. D. | |
| hal.structure.identifier | Bordeaux population health [BPH] | |
| dc.contributor.author | CLAIRON, Quentin | |
| dc.contributor.author | TAYLOR, C. J. | |
| dc.date.accessioned | 2021-01-07T09:46:02Z | |
| dc.date.available | 2021-01-07T09:46:02Z | |
| dc.date.issued | 2018-02 | |
| dc.identifier.issn | 0013-5194 1350-911X | en_US |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/23725 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | EN | en_US |
| dc.rights | Attribution 3.0 United States | * |
| dc.rights.uri | http://creativecommons.org/licenses/by/3.0/us/ | * |
| dc.subject.en | SISTM | |
| dc.title.en | Non-minimal state-space polynomial form of the Kalman filter for a general noise model | |
| dc.title.alternative | Electronics Letters | en_US |
| dc.type | Article de revue | en_US |
| dc.identifier.doi | 10.1049/el.2017.3577 | en_US |
| dc.subject.hal | Sciences du Vivant [q-bio]/Santé publique et épidémiologie | en_US |
| bordeaux.journal | Electronics Letters | en_US |
| bordeaux.page | 204-206 | en_US |
| bordeaux.volume | 54 | en_US |
| bordeaux.hal.laboratories | Bordeaux Population Health Research Center (BPH) - U1219 | en_US |
| bordeaux.issue | 4 | en_US |
| bordeaux.institution | Université de Bordeaux | en_US |
| bordeaux.team | SISTM_BPH | |
| bordeaux.peerReviewed | oui | en_US |
| bordeaux.inpress | non | en_US |
| hal.identifier | hal-03165492 | |
| hal.version | 1 | |
| hal.date.transferred | 2021-03-10T15:35:18Z | |
| hal.export | true | |
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