Title :
A note on the estimation of state variables and unknown parameters of a nonlinear system
Author :
Soeda, Takeshi ; Yoshimura, Tetsuzo
Author_Institution :
Tokushima University, Tokushima, Japan
fDate :
10/1/1969 12:00:00 AM
Abstract :
The problem of estimating state variables and unknown parameters of a nonlinear system from noisy measurements is presented. The estimate to maximize the a posteriori probability density function of state variables and unknown parameters conditioned upon noisy measurements is approximately computed by using the recursive and the corrective formulas. The result for a simple system is presented in which the estimates for the linearized recursive method and the proposed one are compared.
Keywords :
Nonlinear systems; Parameter estimation; State estimation; maximum-likelihood (ML) estimation; Frequency estimation; Gaussian noise; Linear systems; Nonlinear systems; Probability density function; Recursive estimation; Stability; State estimation; Stochastic processes; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099268
