Title :
A linearization free recursive prediction error method for combined state and parameter estimation for nonlinear systems
Author :
Qi Zhao ; Bohn, Christian
Author_Institution :
Inst. for Electr. Inf. Tech., Clausthal Univ. of Technol., Clausthal-Zellerfeld, Germany
Abstract :
A novel method for combined state and parameter estimation is presented. The method is based on the recursive prediction error method for nonlinear system and is able to estimate states and parameters from nonlinear state-space models simultaneously. Moreover, because of the application of the deterministic sampling approach, no model linearization is required. A simple example (real-time parameter estimation for a three-tank system) is included to demonstrate the performance of the algorithm.
Keywords :
deterministic algorithms; error analysis; nonlinear systems; parameter estimation; recursive estimation; sampling methods; state estimation; state-space methods; deterministic sampling approach; linearization free recursive prediction error method; nonlinear systems; real-time parameter estimation; state estimation; state-space models; three-tank system; Adaptation models; Covariance matrices; Equations; Mathematical model; Noise; Sensitivity; Vectors;
Conference_Titel :
American Control Conference (ACC), 2013
Conference_Location :
Washington, DC
Print_ISBN :
978-1-4799-0177-7
DOI :
10.1109/ACC.2013.6579950
