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Parameter Estimation Using the Smoother

Memoirs of the Faculty of Engineering, Yamaguchi University Volume 23 Issue 3 Page 15-20
published_at 1973
KJ00000155991.pdf
[fulltext] 379 KB
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.
Subjects
電気電子工学 ( Other)
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