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On Parameter and St...
On Parameter and State Estimation for Linear Differential-Algebraic Equations
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- Gerdin, Markus, 1977- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Schön, Thomas, 1977- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Glad, Torkel, 1947- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Gustafsson, Fredrik (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Ljung, Lennart, 1946- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- Linköping : Elsevier, 2007
- 2007
- English.
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Series: LiTH-ISY-R, 1400-3902 ; 2779
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In: Automatica. - Linköping : Elsevier. - 0005-1098 .- 1873-2836. ; 43:3, s. 416-425
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Abstract
Subject headings
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- The current demand for more complex models has initiated a shift away from state-space models towards models described by differential-algebraic equations (DAEs). These models arise as the natural product of object-oriented modeling languages, such as Modelica. However, the mathematics of DAEs is somewhat more involved than the standard state-space theory. The aim of this work is to present a well-posed description of a linear stochastic differential-algebraic equation and more importantly explain how well-posed estimation problems can be formed. We will consider both the system identification problem and the state estimation problem. Besides providing the necessary theory we will also explain how the procedures can be implemented by means of efficient numerical methods.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- Differential-algebraic equations
- Kalman filtering
- Grey-box models
- Estimation
- Parameter estimation
- State estimation
- Stochastic
- TECHNOLOGY
- TEKNIKVETENSKAP
- Automatic control
- Reglerteknik
Publication and Content Type
- ref (subject category)
- art (subject category)
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Automatica
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Gerdin, Markus, ...
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Schön, Thomas, 1 ...
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Glad, Torkel, 19 ...
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Gustafsson, Fred ...
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Ljung, Lennart, ...
- About the subject
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- ENGINEERING AND TECHNOLOGY
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ENGINEERING AND ...
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and Electrical Engin ...
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and Control Engineer ...
- Parts in the series
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LiTH-ISY-R,
- Articles in the publication
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Automatica
- By the university
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Linköping University