Simultaneous estimation of state variables and parameters for multivariable linear systems with singular pencil models

1 January 1986

journal article
Published by Institution of Engineering and Technology (IET) in IEE Proceedings D Control Theory and Applications

Vol. 133 (2) , 65-72
https://doi.org/10.1049/ip-d.1986.0009

Abstract

A new algorithm is presented for the simultaneous estimation of the state variables, system parameters, and noise parameters of linear multivariable systems using a canonical singular pencil model. The proposed algorithm is computationally efficient and is easy to implement. Convergence analysis and simulation results are also given.

Keywords

MULTIVARIABLE SYSTEMS
PARAMETER ESTIMATION
SIMULATION
STATE VARIABLES
NOISE PARAMETERS
LINEAR SYSTEMS
SIMULTANEOUS ESTIMATION
STATE ESTIMATION
CONVERGENCE ANALYSIS
SINGULAR PENCIL MODELS

This publication has 0 references indexed in Scilit: