A method for simultaneous state and parameter estimation in nonlinear systems

Author

Haessig, David ; Friedland, Bernard

Author_Institution

Dept. of Electr. & Comput. Eng., New Jersey Inst. of Technol., Newark, NJ, USA

Volume

2

fYear

1997

fDate

4-6 Jun 1997

Firstpage

947

Abstract

A new method for simultaneously estimating the state and unknown parameters in nonlinear dynamic systems is presented. The method, based on the state dependent Riccati equation (SDRE) filtering technique, is shown to work well in a number of examples, one involving friction estimation and compensation, and another being a linear system with unknown coefficients. However, when the number of states and parameters is large, the filter can become computationally overburdened. This problem is addressed by developing a two-stage form of the new state/parameter estimator for systems affine in the unknown parameters

Keywords

Riccati equations; filtering theory; friction; nonlinear dynamical systems; parameter estimation; state-space methods; SDRE filtering technique; affine systems; friction compensation; friction estimation; linear system; nonlinear dynamic systems; parameter estimation; state dependent Riccati equation filtering technique; state estimation; two-stage estimator; unknown coefficients; Differential equations; Linear systems; Nonlinear dynamical systems; Nonlinear equations; Nonlinear filters; Nonlinear systems; Observability; Parameter estimation; Riccati equations; State estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 1997. Proceedings of the 1997

Conference_Location

Albuquerque, NM

ISSN

0743-1619

Print_ISBN

0-7803-3832-4

Type

conf

DOI

10.1109/ACC.1997.609666

Filename

609666