Title :
Asymptotic behavior of the minimum energy filter as a recursive parameter estimator
Author :
Aihara, Shin Ichi ; Bagchi, Arunabha
Author_Institution :
Suwa Coll., Sci. Univ. of Tokyo, Japan
Abstract :
By introducing an energy cost for an estimator whose form is a-priori set, we can derive an optimal estimator for the argumentative state of the system state and unknown parameters. The asymptotic behavior of the estimate is studied. Some numerical examples are demonstrated
Keywords :
filtering theory; observers; optimisation; recursive estimation; recursive filters; white noise; asymptotic behavior; energy cost; minimum energy filter; observer; optimal estimator; recursive parameter estimation; white noise; Convergence; Cost function; Educational institutions; Equations; Filters; Maximum likelihood estimation; Parameter estimation; Recursive estimation; State estimation; Stochastic systems;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.585242
