DocumentCode
309767
Title
Asymptotic behavior of the minimum energy filter as a recursive parameter estimator
Author
Aihara, Shin Ichi ; Bagchi, Arunabha
Author_Institution
Suwa Coll., Sci. Univ. of Tokyo, Japan
Volume
3
fYear
1996
fDate
11-13 Dec 1996
Firstpage
3547
Abstract
By introducing an energy cost for an estimator whose form is a-priori set, we can derive an optimal estimator for the argumentative state of the system state and unknown parameters. The asymptotic behavior of the estimate is studied. Some numerical examples are demonstrated
Keywords
filtering theory; observers; optimisation; recursive estimation; recursive filters; white noise; asymptotic behavior; energy cost; minimum energy filter; observer; optimal estimator; recursive parameter estimation; white noise; Convergence; Cost function; Educational institutions; Equations; Filters; Maximum likelihood estimation; Parameter estimation; Recursive estimation; State estimation; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.585242
Filename
585242
Link To Document