![](/images/graphics-bg.png)
Parameter and State Estimator for State Space Models
Joint Authors
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-01
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Medicine
Information Technology and Computer Science
Abstract EN
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.
American Psychological Association (APA)
Ding, Ruifeng& Zhuang, Linfan. 2014. Parameter and State Estimator for State Space Models. The Scientific World Journal،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1048332
Modern Language Association (MLA)
Ding, Ruifeng& Zhuang, Linfan. Parameter and State Estimator for State Space Models. The Scientific World Journal No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-1048332
American Medical Association (AMA)
Ding, Ruifeng& Zhuang, Linfan. Parameter and State Estimator for State Space Models. The Scientific World Journal. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1048332
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1048332