Title :
Joint parameter/state estimation
Author :
Jakeman, Anthony ; Young, Peter
Author_Institution :
Australian National University, Centre for Resource & Environmental Studies, Canberra, Australia
Abstract :
It is shown how the refined instrumental variable method of parameter/state estimation for single-input single-output (s.i.s.o.) systems proposed by Young1 can be extended to multi-input multi-output (m.i.m.o.) systems. As might be expected, the extension follows directly from the s.i.s.o. analysis, but involves some difficult and interesting matrix manipulations.
Keywords :
Kalman filters; filtering and prediction theory; parameter estimation; state estimation; Kalman filter representation; matrix manipulations; multivariable systems; parameter estimation; refined instrumentation variable method; state estimation;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19790418
