Parameter and State Estimator for State Space Models
This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
|
| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2014/106505 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832554473813180416 |
|---|---|
| author | Ruifeng Ding Linfan Zhuang |
| author_facet | Ruifeng Ding Linfan Zhuang |
| author_sort | Ruifeng Ding |
| collection | DOAJ |
| description | This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective. |
| format | Article |
| id | doaj-art-03c9edefa72146a08e4da6300004332f |
| institution | Kabale University |
| issn | 2356-6140 1537-744X |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | The Scientific World Journal |
| spelling | doaj-art-03c9edefa72146a08e4da6300004332f2025-02-03T05:51:21ZengWileyThe Scientific World Journal2356-61401537-744X2014-01-01201410.1155/2014/106505106505Parameter and State Estimator for State Space ModelsRuifeng Ding0Linfan Zhuang1Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, ChinaKey Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, ChinaThis paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.http://dx.doi.org/10.1155/2014/106505 |
| spellingShingle | Ruifeng Ding Linfan Zhuang Parameter and State Estimator for State Space Models The Scientific World Journal |
| title | Parameter and State Estimator for State Space Models |
| title_full | Parameter and State Estimator for State Space Models |
| title_fullStr | Parameter and State Estimator for State Space Models |
| title_full_unstemmed | Parameter and State Estimator for State Space Models |
| title_short | Parameter and State Estimator for State Space Models |
| title_sort | parameter and state estimator for state space models |
| url | http://dx.doi.org/10.1155/2014/106505 |
| work_keys_str_mv | AT ruifengding parameterandstateestimatorforstatespacemodels AT linfanzhuang parameterandstateestimatorforstatespacemodels |