• DocumentCode
    801252
  • 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
  • Volume
    14
  • Issue
    5
  • fYear
    1969
  • fDate
    10/1/1969 12:00:00 AM
  • Firstpage
    585
  • Lastpage
    587
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099268
  • Filename
    1099268
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=801252