The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise (Q1712021)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise
scientific article

    Statements

    The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    21 January 2019
    0 references
    Summary: This paper develops a bias compensation-based parameter and state estimation algorithm for the observability canonical state-space system corrupted by colored noise. The state-space system is transformed into a linear regressive model by eliminating the state variables. Based on the determination of the noise variance and noise model, a bias correction term is added into the least squares estimate, and the system parameters and states are computed interactively. The proposed algorithm can generate the unbiased parameter estimate. Two illustrative examples are given to show the effectiveness of the proposed algorithm.
    0 references
    recursive identification
    0 references
    least squares
    0 references
    bias compensation
    0 references
    state-space model
    0 references
    state estimation
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references