Title :
Optimal state estimation and parameters identification of MIMO uncertain stochastic linear systems
Author_Institution :
RAFAEL, Haifa, Israel
Abstract :
The problem of optimal simultaneous state estimation and parameters identification of MIMO stochastic linear time-invariant systems is formulated. The state and parameters observability form is introduced. This new representation of MIMO linear time-invariant systems enables a direct application of the existing optimal estimation theory for linear stochastic time-varying systems to the solution of the problem
Keywords :
MIMO systems; identification; observability; optimisation; stochastic systems; uncertain systems; MIMO stochastic linear time-invariant systems; MIMO uncertain stochastic linear systems; linear stochastic time-varying systems; observability; optimal state estimation; parameters identification; Covariance matrix; Estimation theory; Linear systems; MIMO; Observability; Parameter estimation; State estimation; Stochastic resonance; Stochastic systems; Time varying systems;
Conference_Titel :
Systems, Man and Cybernetics, 1995. Intelligent Systems for the 21st Century., IEEE International Conference on
Conference_Location :
Vancouver, BC
Print_ISBN :
0-7803-2559-1
DOI :
10.1109/ICSMC.1995.538409
