Abstract
Two algorithms for the combined state and parameter estimation (CSPE) of a linear, time-invariant system are presented. Retrospective cost subsystem estimation is formulated under the assumption that the initial state is known. A smoother algorithm based on this formulation is developed for the case in which the initial state is unknown. It is numerically demonstrated that these algorithms are more accurate for CSPE than the extended Kalman filter and the unscented Kalman filter.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
