Adaptive estimation of time-varying parameters in linear systems.
Yongliang ZhuPrabhakar R. PagillaPublished in: ACC (2003)
Keyphrases
- linear systems
- parameter estimation
- dynamical systems
- sufficient conditions
- maximum likelihood estimation
- linear equations
- adaptive kalman filter
- sparse linear systems
- coefficient matrix
- estimation process
- maximum likelihood
- difference equations
- numerical solution
- dynamic model
- real time
- global optimization
- optimization algorithm
- expectation maximization
- support vector machine