Kalman filter parameter identification: a practical approach
Jim Freeman, F.N. Hassan, Danny Morton · Transactions of the Institute of Measurement and Control · 1986
This paper describes the principles of application of the extended Kalman filter identification technique as a means of identification of linear systems with Gaussian random inputs. Major consideration is given to an algorithmic implementation rather than to theoretical background in an attempt to make the technique more widely available to the engineer. Results of simulation studies suggest guidelines to aid in successful application of the technique to experimental situations.