Title :
Simultaneous estimation of state variables and parameters for multivariable linear systems with singular pencil models
Author :
Chen, Y.C. ; Aplevich, J.D. ; Wilson, W.J.
Author_Institution :
University of Waterloo, Department of Electrical Engineering, Waterloo, Canada
fDate :
3/1/1986 12:00:00 AM
Abstract :
A new algorithm is presented for the simultaneous estimation of the state variables, system parameters, and noise parameters of linear multivariable systems using a canonical singular pencil model. The proposed algorithm is computationally efficient and is easy to implement. Convergence analysis and simulation results are also given.
Keywords :
linear systems; matrix algebra; multivariable control systems; parameter estimation; state estimation; convergence analysis; linear systems; multivariable systems; noise parameters; parameter estimation; simulation; simultaneous estimation; singular pencil models; state estimation; state variables;
Journal_Title :
Control Theory and Applications, IEE Proceedings D
DOI :
10.1049/ip-d.1986.0009