Abstract: This paper proposes a new algorithm to estimate the optimal steady-state Kalman filter gain of a linear, discrete-time, time-invariant stochastic system from nonoptimal Kalman filter residuals. ...

Abstract: This paper presents an iterative LQG controller design approach for a linear stochastic system with an uncertain openloop model and unknown noise statistics. This approach consists of closed-loop ...

Abstract: In this paper a distributed parameter model for the estimation of modal characteristics of NASA Mini-Mast truss is proposed. A closed-form solution of the Timoshenko beam equation, for a uniform ...

Abstract: A method based on projection filters is presented for identifying an open-loop stochastic system with an existing feedback controller. The projection filters are derived from the relationship ...