An innovation representation for nonlinear systems with application to parameter and state estimation
dc.contributor.author | Ahmed, M. S. | en_US |
dc.date.accessioned | 2006-04-10T17:44:47Z | |
dc.date.available | 2006-04-10T17:44:47Z | |
dc.date.issued | 1994-12 | en_US |
dc.identifier.citation | Ahmed, M. S. (1994/12)."An innovation representation for nonlinear systems with application to parameter and state estimation." Automatica 30(12): 1967-1974. <http://hdl.handle.net/2027.42/31179> | en_US |
dc.identifier.uri | http://www.sciencedirect.com/science/article/B6V21-47WVR6R-G/2/27c111b493d3b1885e36b8b1d4d0ffd5 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/31179 | |
dc.description.abstract | An innovation model is derived for a nonlinear stochastic system described by a state variable representation. The problem of state and system parameter estimation is solved through identification of the innovation model. A recursive prediction error (RPE) algorithm is derived for the joint system parameter and state estimation through minimization of the innovation variance (MIV). The algorithm is robust against the use of an erroneous model. Convergence and stability properties of the algorithm are also analyzed. In order to ensure stability, the algorithm needs an on-line stability check at each iteration. | en_US |
dc.format.extent | 629928 bytes | |
dc.format.extent | 3118 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Elsevier | en_US |
dc.title | An innovation representation for nonlinear systems with application to parameter and state estimation | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Mechanical Engineering | en_US |
dc.subject.hlbsecondlevel | Industrial and Operations Engineering | en_US |
dc.subject.hlbtoplevel | Engineering | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Electrical and Computer Engineering, University of Michigan, Dearborn, MI 48128-1491, U.S.A. | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/31179/1/0000080.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/0005-1098(94)90058-2 | en_US |
dc.identifier.source | Automatica | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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