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Recursive parameter estimation
Author(s) -
Rutan Sarah C.
Publication year - 1990
Publication title -
journal of chemometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.47
H-Index - 92
eISSN - 1099-128X
pISSN - 0886-9383
DOI - 10.1002/cem.1180040203
Subject(s) - kalman filter , estimation theory , calibration , computer science , square root , process (computing) , linear model , mathematics , algorithm , statistics , geometry , operating system
Abstract The use of recursive filtering techniques for parameter estimation in a variety of areas is reviewed. In particular, the Kalman filter algorithm is described, along with several variations, including square‐root, UDU T and information filters. The solution to parameter estimation problems is discussed for both linear and non‐linear models. Applications described include calibration, curve resolution in spectroscopy, chromatography, electrochemistry, kinetic analysis and process monitoring.

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