Title :
The MIMO Wiberg estimator
Author :
Wiberg, Donald M.
Author_Institution :
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
Abstract :
The Wiberg estimator is an online parameter and state estimation algorithm that is a third-order moment approximation to the optimal estimator and has a global convergence point at the true values of the parameters. Previously, it has been derived only in the single-input, single output (SISO) case in observability form. In this work, it is derived for the multiple-input, multiple-output (MIMO) case in a state-space form representing a large class of systems that are bilinear in state and parameters. This form of the Wiberg estimator is then shown to be asymptotically equivalent to the state-space form of the recursive prediction error method
Keywords :
multivariable systems; parameter estimation; state estimation; MIMO Wiberg estimator; multivariable systems; optimal estimator; parameter estimation; recursive prediction error method; state estimation; state-space form; third-order moment approximation; Approximation algorithms; Convergence; MIMO; Observability; Parameter estimation; Random processes; Recursive estimation; State estimation; State-space methods; Transient response;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70648
