Gaussian-Optimal On-Line Parameter Estimation

• The gaussian-optimal on-line parameter estimator is presented in both continuous and discrete time. This estimation algorithm is based on the optimal non-linear filter equations under the approximation that both state and parameters have gaussian distributions. Only the first and second conditional moments need be updated, because the fourth order moments are computed from the second order and no other order moments are needed. The convergence of this on-line parameter estimator is analyzed by the method of Ljung.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Gaussian-optimal

On-line parameter estimator

Algorithm

Non-linear filter equations

Convergence

Publikations- och innehållstyp

ref (ämneskategori)

kon (ämneskategori)