Journal
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE
Volume 44, Issue 7, Pages 1200-1208Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/00207721.2012.670309
Keywords
state estimation; Kalman filtering; identification for control
Categories
Funding
- Mexican National Science and Technology Council (CONACyT) [129081, 129591]
Ask authors/readers for more resources
This article presents the joint state filtering and parameter identification problem for uncertain stochastic nonlinear polynomial systems with unknown parameters in the state equation over nonlinear polynomial observations, where the unknown parameters are considered Wiener processes. The original problem is reduced to the filtering problem for an extended state vector that incorporates parameters as additional states. The obtained mean-square filter for the extended state vector also serves as the mean-square identifier for the unknown parameters. Performance of the designed mean-square state filter and parameter identifier is verified for both, positive and negative, parameter values.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available