Title :
Bootstrap Algorithms for Parameter and Smoothing State Estimation
Author_Institution :
Indian Institute of Technology, Delhi
Abstract :
Two-stage bootstrap algorithms for simultaneous smoothing state and parameter estimation of linear dynamical system are developed. Cases of both fixed point and fixed lag smoothing have been considered. Simulation results pertaining to a satellite tracking system are presented for illustration.
Keywords :
Discrete time systems; Electric variables measurement; Equations; Filtering; Life estimation; Measurement errors; Parameter estimation; Satellites; Smoothing methods; State estimation;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1983.309422
