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
来源：
INTERNATIONAL JOURNAL OF MODELLING IDENTIFICATION AND CONTROL | 2019年 / 32卷 / 3-4期
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
  • [21] Multi-innovation gradient parameter estimation based adaptive control for discrete-time systems
    Zhang, Jiabo
    Ding, Feng
    Shi, Yang
    2007 IEEE INTERNATIONAL CONFERENCE ON AUTOMATION AND LOGISTICS, VOLS 1-6, 2007, : 399 - +
  • [22] Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition
    Wang, Yanjiao
    Tang, Shihua
    Gu, Xiaobo
    JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2022, 359 (02): : 1782 - 1802
  • [23] Multi-innovation gradient parameter estimation algorithms for closed-loop Hammerstein nonlinear systems
    Xu, Ling
    Shen, Bingbing
    Ding, Feng
    Wang, Dongqing
    2017 AMERICAN CONTROL CONFERENCE (ACC), 2017, : 152 - 157
  • [24] ONLINE STATE AND PARAMETER-ESTIMATION OF MULTIVARIABLE SYSTEMS BASED ON TRANSFORMED MODEL
    RAY, G
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1989, 20 (01) : 1 - 17
  • [25] STATE AND PARAMETER-ESTIMATION OF LINEAR STOCHASTIC MULTIVARIABLE SAMPLED DATA SYSTEMS
    ELSHERIEF, HE
    IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS, 1984, 14 (06): : 911 - 919
  • [26] RECURSIVE STATE AND PARAMETER-ESTIMATION OF LINEAR-MULTIVARIABLE SINGULAR SYSTEMS
    BOUTAYEB, M
    DAROUACH, M
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1992, 23 (10) : 1785 - 1791
  • [27] STATE AND PARAMETER ESTIMATION OF LINEAR STOCHASTIC MULTIVARIABLE SAMPLED DATA SYSTEMS.
    El-Sherief, Hossny E.
    IEEE Transactions on Systems, Man and Cybernetics, 1984, SMC-14 (06): : 911 - 919
  • [28] The innovation algorithms for multivariable state-space models
    Ding, Feng
    Zhang, Xiao
    Xu, Ling
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2019, 33 (11) : 1601 - 1618
  • [29] Maximum Likelihood-based Multi-innovation Stochastic Gradient Method for Multivariable Systems
    Xia, Huafeng
    Ji, Yan
    Liu, Yanjun
    Xu, Ling
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2019, 17 (03) : 565 - 574
  • [30] A filtering based multi-innovation extended stochastic gradient algorithm for multivariable control systems
    Jian Pan
    Xiao Jiang
    Xiangkui Wan
    Wenfang Ding
    International Journal of Control, Automation and Systems, 2017, 15 : 1189 - 1197
12345