Parameter Estimation Using the Smoother
Memoirs of the Faculty of Engineering, Yamaguchi University Volume 23 Issue 3
Page 15-20
published_at 1973
Title
スムーサによるパラメータ推定
Parameter Estimation Using the Smoother
Creators
Kawazoe Yasuhiro
Source Identifiers
The problem of the parameter estimation in the discrete-time system is considered by the use of the argorithm of the smoothing which is developed by Meditch. The main approach is estimating the new vector combined with the states and the unknown parameters making use of the smoother, but it is not possible to apply the combined vector directly to it, because of the limitation of the smoother where the noise covariance matrices are assumed to be positive definite. Adding the imaginary independent Gaussian noise with zero mean to the unknown parameter vector, the smoother applies to the parameter estimation. As a numerical example, the parameter estimation of the first-order nonlinear system is examined.
Languages
jpn
Resource Type
departmental bulletin paper
Publishers
山口大学工学部
Date Issued
1973
File Version
Version of Record
Access Rights
open access
Relations
[ISSN]0372-7661
[NCID]AN00244228
Schools
工学部