Joint parameter/state estimation

13 September 1979

journal article
Published by Institution of Engineering and Technology (IET) in Electronics Letters

Vol. 15 (19) , 582-583
https://doi.org/10.1049/el:19790418

Abstract

It is shown how the refined instrumental variable method of parameter/state estimation for single-input single-output (s.i.s.o.) systems proposed by Young¹ can be extended to multi-input multi-output (m.i.m.o.) systems. As might be expected, the extension follows directly from the s.i.s.o. analysis, but involves some difficult and interesting matrix manipulations.

Keywords

KALMAN FILTER REPRESENTATION
MATRIX MANIPULATIONS
STATE ESTIMATION
MULTIVARIABLE SYSTEMS
REFINED INSTRUMENTATION VARIABLE METHOD
PARAMETER ESTIMATION

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