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Recursive parameter estimation (1990)

Rutan, Sarah C.

New York, NY : Wiley-Blackwell

Journal of Chemometrics 4 (1990), S. 103-121

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ISSN: 0886-9383

Keywords: Kalman filter ; Recursive digital filter ; Square-root filter ; Information filter ; Parameter estimation ; Chemistry ; Analytical Chemistry and Spectroscopy

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Chemistry and Pharmacology

Notes: 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, UDUT 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.

Additional Material: 5 Tab.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/cem.1180040203

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