Iterative observer-based state and parameter estimation for linear systems

DOI10.1051/COCV/2017005zbMATH Open1396.93114arXiv1609.06959OpenAlexW2524086285MaRDI QIDQ3177918FDOQ3177918

Atte Aalto

Publication date: 2 August 2018

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Abstract: We propose an iterative method for joint state and parameter estimation using measurements on a time interval [0,T] for systems that are backward output stabilizable. Since this time interval is fixed, errors in initial state may have a big impact on the parameter estimate. We propose to use the back and forth nudging (BFN) method for estimating the system's initial state and a Gauss--Newton step between BFN iterations for estimating the system parameters. Taking advantage of results on the optimality of the BFN method, we show that for systems with skew-adjoint generators, the initial state and parameter estimate minimizing an output error cost functional is an attractive fixed point for the proposed method. We treat both linear source estimation and bilinear parameter estimation problems.

Full work available at URL: https://arxiv.org/abs/1609.06959

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zbMATH Keywords

parameter estimationsystem identificationback and forth nudgingoutput error minimization

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Observability (93B07) Feedback control (93B52) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited In (3)

• Gradient-based parameter identification algorithms for observer canonical state space systems using state estimates
• Limited‐information learning observer for simultaneous estimation of states and parameters
• Iterative algorithms for multiscale state estimation. II: Numerical investigations

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