Title :
Identification of a class of nonlinear state-space models using RPE techniques
Author :
Zhou, Wei-Wu ; Blanke, Mogens
Author_Institution :
Tech. Univ. of Denmark, Lyngby, Denmark
fDate :
3/1/1989 12:00:00 AM
Abstract :
The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator.<>
Keywords :
filtering and prediction theory; identification; nonlinear systems; state-space methods; filter; identification; nonlinear state-space models; nonlinear systems; nonlinearity; parameter estimation; recursive prediction error; state estimator; Filtering algorithms; Filtering theory; Linear systems; Nonlinear equations; Nonlinear filters; Nonlinear systems; Parameter estimation; Predictive models; State estimation; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
