DocumentCode
1017789
Title
Joint parameter/state estimation
Author
Jakeman, Anthony ; Young, Peter
Author_Institution
Australian National University, Centre for Resource & Environmental Studies, Canberra, Australia
Volume
15
Issue
19
fYear
1979
Firstpage
582
Lastpage
583
Abstract
It is shown how the refined instrumental variable method of parameter/state estimation for single-input single-output (s.i.s.o.) systems proposed by Young1 can be extended to multi-input multi-output (m.i.m.o.) systems. As might be expected, the extension follows directly from the s.i.s.o. analysis, but involves some difficult and interesting matrix manipulations.
Keywords
Kalman filters; filtering and prediction theory; parameter estimation; state estimation; Kalman filter representation; matrix manipulations; multivariable systems; parameter estimation; refined instrumentation variable method; state estimation;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19790418
Filename
4256024
Link To Document