Identification of a class of nonlinear state-space models using RPE techniques
- 1 March 1989
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 34 (3) , 312-316
- https://doi.org/10.1109/9.16421
Abstract
The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator.Keywords
This publication has 3 references indexed in Scilit:
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- Analysis of a general recursive prediction error identification algorithmAutomatica, 1981
- Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systemsIEEE Transactions on Automatic Control, 1979