Joint Estimation of States and Parameters for an Input Nonlinear State-Space System with Colored Noise Using the Filtering Technique

被引：1
作者：
Xuehai Wang
Feng Ding
机构：
[1] Jiangnan University,Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education)
[2] Henan University of Urban Construction,School of Mathematics and Physics
来源：
Circuits, Systems, and Signal Processing | 2016年 / 35卷
关键词：
Filtering technique; Recursive identification; State estimation; Least squares; State-space model;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper concerns the state and parameter estimation problem for an input nonlinear state-space system with colored noise. By using the data filtering and the over-parameterization technique, we transform the original nonlinear state-space system into two identification models with filtered states: one containing the system parameters and the other containing the noise model’s parameters. A combined state and parameter estimation algorithm is developed for identifying the state-space system. The key is that the estimation of system parameters uses the estimated states, and the estimation of states uses the preceding parameter estimates. A simulation example is provided to show that the proposed algorithm can work well.
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页码：481 / 500
页数：19
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