Title :
Optimal state estimation and parameters identification of MIMO uncertain discrete stochastic linear systems
Author_Institution :
RAFAEL, Haifa, Israel
Abstract :
The problem of optimal simultaneous state estimation and parameters identification of MIMO stochastic discrete linear time-invariant systems is formulated. The state and parameters observability form is introduced. This new representation of MIMO linear time-invariant systems enables application of the existing optimal estimation theory for linear stochastic time-varying systems to the solution of the problem
Keywords :
MIMO systems; discrete systems; linear systems; optimisation; parameter estimation; state estimation; stochastic systems; uncertain systems; MIMO linear time-invariant systems; MIMO uncertain discrete stochastic linear systems; linear stochastic time-varying systems; observability form; optimal parameter identification; optimal state estimation; Estimation theory; Linear systems; MIMO; Observability; Parameter estimation; State estimation; Stochastic processes; Stochastic systems; Time varying systems; Vectors;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703284
