• 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