Parameter estimation via the kalman filter
- 1 June 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (3) , 471-472
- https://doi.org/10.1109/tac.1977.1101518
Abstract
A method for parameter estimation is presented using the Kalman filter with appropriate initial conditions. The filter solution is shown to approximate the minimum-norm weighted least-squares solution to any desired accuracy during all phases of estimation. Furthermore, the computations are identical for each measurement, irrespective of whether a minimal observable data set has been established. This procedure contrasts with other techniques for parameter estimation that require additional computation when the process is unobservable.Keywords
This publication has 2 references indexed in Scilit:
- Sequential parameter estimation using pseudoinverseIEEE Transactions on Automatic Control, 1974
- Online parameter estimation using matrix pseudoinverseProceedings of the Institution of Electrical Engineers, 1971