Identification of the system described as the canonical form using filtering technique
Technology reports of the Yamaguchi University Volume 1 Issue 4
Page 483-491
published_at 1976-01
Title
Identification of the system described as the canonical form using filtering technique
Creators
Kawazoe Yasuhiro
Source Identifiers
The simultaneous parameter identification and state estimation algorithm in the linear discrete-time system described by the canonical form is developed in computational purpose. The problem is formulated under the assumption that the system parameters are unknown constants and the noise statistics are given a priori as well as the known order of the system. The procedure requires the Kalman filter which is applied for state estimation and parameter identification at each stage, and the smoother which is for state-smoothing. The smoothing calculation is utilized to get the observation matrix with respect to parameter vector. Two approaches where the parameter has fictitious noise inputs and nothing are shown. The effective choice of fictitious noise has led the estimation better in the numerical example.
Languages
eng
Resource Type
departmental bulletin paper
Publishers
山口大学工学部
Date Issued
1976-01
File Version
Version of Record
Access Rights
open access
Relations
[ISSN]0386-3433
[NCID]AA0086073X
Schools
工学部