Multi-innovation parameter and state estimation for multivariable state space systems

被引:2
|
作者
Wang, Xuehai [1 ]
Zhu, Fang [2 ]
Huang, Fenglin [1 ]
机构
[1] Xinyang Normal Univ, Sch Math & Stat, Xinyang 464000, Peoples R China
[2] Xinyang Normal Univ, Inst Educ Sci, Xinyang 464000, Peoples R China
基金
中国国家自然科学基金;
关键词
parameter estimation; state space; recursive identification; multi-innovation; multivariable system; Kalman filter; IDENTIFICATION; ALGORITHM; MODELS;
D O I
10.1504/IJMIC.2019.103659
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This work considers the modelling and estimation problem of multivariable state space systems. Based on the observer canonical form, the identification model is derived and a combined state and multi-innovation estimation algorithm is presented by means of the Kalman filter principle. The efficacy of the algorithm is verified by a simulation example.
引用
收藏
页码:274 / 279
页数:6
相关论文
共 50 条
  • [1] Joint Multi-innovation Recursive Extended Least Squares Parameter and State Estimation for a Class of State-space Systems
    Cui, Ting
    Ding, Feng
    Jin, Xue-Bo
    Alsaedi, Ahmed
    Hayat, Tasawar
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2020, 18 (06) : 1412 - 1424
  • [2] Joint Multi-innovation Recursive Extended Least Squares Parameter and State Estimation for a Class of State-space Systems
    Ting Cui
    Feng Ding
    Xue-Bo Jin
    Ahmed Alsaedi
    Tasawar Hayat
    International Journal of Control, Automation and Systems, 2020, 18 : 1412 - 1424
  • [3] Multi-innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
    Xia, Huafeng
    Xu, Sheng
    Zhou, Cheng
    Chen, Feiyan
    OPTIMAL CONTROL APPLICATIONS & METHODS, 2022, 43 (01) : 106 - 122
  • [4] A multi-innovation state and parameter estimation algorithm for a state space system with d-step state-delay
    Xu, Ling
    Ding, Feng
    Gu, Ya
    Alsaedi, Ahmed
    Hayat, Tasawar
    SIGNAL PROCESSING, 2017, 140 : 97 - 103
  • [5] State filtering and parameter estimation for state space systems with scarce measurements
    Ding, Feng
    SIGNAL PROCESSING, 2014, 104 : 369 - 380
  • [6] Multi-innovation gradient identification for input nonlinear state space systems
    Wang, X. H.
    Liu, Yanjun
    Ding, Feng
    IFAC PAPERSONLINE, 2015, 48 (08): : 853 - 858
  • [7] Multi-innovation Least Squares Parameter Estimation for Multi-rate SDR Receiver Systems
    Sheng, Jie
    Wang, Dongqing
    Baiocchi, Orlando
    Wear, Larry
    PROCEEDINGS OF 2012 IEEE 11TH INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING (ICSP) VOLS 1-3, 2012, : 2148 - +
  • [8] Parameter estimation for multirate multi-input systems using auxiliary model and multi-innovation
    Han, Lili
    Ding, Feng
    JOURNAL OF SYSTEMS ENGINEERING AND ELECTRONICS, 2010, 21 (06) : 1079 - 1083
  • [9] Modelling and multi-innovation parameter identification for Hammerstein nonlinear state space systems using the filtering technique
    Wang, Xuehai
    Ding, Feng
    MATHEMATICAL AND COMPUTER MODELLING OF DYNAMICAL SYSTEMS, 2016, 22 (02) : 113 - 140
  • [10] Parameter estimation for nonlinear systems by using the data filtering and the multi-innovation identification theory
    Mao, Yawen
    Ding, Feng
    INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2016, 93 (11) : 1869 - 1885