Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
Ya Gu, Wei Dai, Quanmin Zhu, Hassan Nouri
Topics & Concepts
MathematicsEstimatorBilinear interpolationKalman filterState spaceState (computer science)Estimation theoryNoise (video)State-space representationState variableAlgorithmMathematical optimizationControl theory (sociology)Computer scienceStatisticsControl (management)Artificial intelligencePhysicsThermodynamicsImage (mathematics)Control Systems and IdentificationFault Detection and Control SystemsTarget Tracking and Data Fusion in Sensor Networks