Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise

2020 ◽  
Vol 34 (5) ◽  
pp. 590-613 ◽  
Author(s):  
Ting Cui ◽  
Feiyan Chen ◽  
Feng Ding ◽  
Jie Sheng
Keyword(s):  
State Space ◽  
Colored Noise ◽  
Space System ◽  
Combined Estimation ◽  
State Space System

scholarly journals The Bias Compensation Based Parameter and State Estimation for Observability Canonical State-Space Models with Colored Noise

Algorithms ◽  
2018 ◽  
Vol 11 (11) ◽  
pp. 175
Author(s):  
Xuehai Wang ◽  
Feng Ding ◽  
Qingsheng Liu ◽  
Chuntao Jiang
Keyword(s):  
State Estimation ◽  
State Space ◽  
Colored Noise ◽  
Correction Term ◽  
The State ◽  
Noise Model ◽  
Space System ◽  
Canonical State ◽  
State Space System ◽  
Bias Compensation

This paper develops a bias compensation-based parameter and state estimation algorithm for the observability canonical state-space system corrupted by colored noise. The state-space system is transformed into a linear regressive model by eliminating the state variables. Based on the determination of the noise variance and noise model, a bias correction term is added into the least squares estimate, and the system parameters and states are computed interactively. The proposed algorithm can generate the unbiased parameter estimate. Two illustrative examples are given to show the effectiveness of the proposed algorithm.

Generalized state-space system matrix equivalents of a Rosenbrock system matrix

1993 ◽  
Vol 10 (4) ◽  
pp. 323-344 ◽  
Author(s):  
N. P. KARAMPETAKIS ◽  
A. I. VARDULAKIS
Keyword(s):  
State Space ◽  
System Matrix ◽  
Space System ◽  
State Space System ◽  
Generalized State Space ◽  
Generalized State

Stable State-Space System Identification from Frequency Domain Data

2005 ◽  
Author(s):  
Chung-Wen Chen ◽  
Jer-Nan Juang ◽  
G. Lee
Keyword(s):  
System Identification ◽  
State Space ◽  
Frequency Domain ◽  
Stable State ◽  
Space System ◽  
State Space System

State-space system identification with physically motivated residual states and throughput rank constraint

2020 ◽  
Vol 142 ◽  
pp. 106579 ◽  
Author(s):  
Mladen Gibanica ◽  
Thomas J.S. Abrahamsson ◽  
Tomas McKelvey
Keyword(s):  
System Identification ◽  
State Space ◽  
Space System ◽  
Rank Constraint ◽  
State Space System

State-Space System Identification Without a Hold Device by Lagrange Interpolation

2019 ◽  
Vol 67 (2) ◽  
pp. 794-813
Author(s):  
Minh Q. Phan ◽  
Dong-Huei Tseng ◽  
Richard W. Longman
Keyword(s):  
System Identification ◽  
State Space ◽  
Lagrange Interpolation ◽  
Space System ◽  
State Space System
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