Title :
Comparative study of simultaneous parameter-state estimations
Author :
Yamakita, M. ; Musha, Y. ; Kinoshita, G.
Abstract :
In industrial applications extended Kalman filter (EKF) has been used and validity of the method is widely accepted. Recently unscented Kalman filter (UKF) was proposed as an alternative method of EKF. A simple numerical simulation showed some advantage of UKF. In this paper UKF is used for simultaneous parameter-state estimation for a plant and characteristics of UKF is investigated. Comparisons of UKF to other methods, adaptive observer and EKF, are also made by numerical simulations.
Keywords :
Kalman filters; estimation theory; numerical analysis; observers; adaptive observer; extended Kalman filter; parameter-state estimations; Filters; Guidelines; Least squares approximation; Nonlinear equations; Numerical simulation; Observers; Parameter estimation; Recursive estimation; State estimation; Time invariant systems;
Conference_Titel :
Control Applications, 2004. Proceedings of the 2004 IEEE International Conference on
Print_ISBN :
0-7803-8633-7
DOI :
10.1109/CCA.2004.1387608
