Name
Title | ||
|---|---|---|
Data Filtering-Based Parameter And State Estimation Algorithms For State-Space Systems Disturbed By Coloured Noises |
Abstract | ||
|---|---|---|
In this paper, the combined parameter and state estimation issues of state-space systems are considered, and the process noises and observation noises are supposed to be coloured noises. By utilising the data filtering technique, we transform the original state-space system into the filtered system for eliminating the interference of the coloured noise in the state equation, and then we derive a filtering-based extended stochastic gradient (F-ESG) algorithm to estimate the system parameters. For estimating the unmeasurable states, we derive a new state estimator by using the preceding parameter estimates to take the place of the unknown system parameters in the Kalman filter. Furthermore, we propose a filtering-based multi-innovation extended stochastic gradient (F-MI-ESG) algorithm to achieve the higher parameter estimation accuracy. Finally, we provide two simulation examples to test and compare the performance of the proposed algorithms. The simulation results indicate that the F-ESG algorithm and the F-MI-ESG algorithm are effective for parameter estimation, and that the F-MI-ESG algorithm is able to achieve more accurate parameter estimates than the F-ESG algorithm. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1080/00207721.2020.1772403 | INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE |
Keywords | DocType | Volume |
State-space system, parameter estimation, data filtering technique, gradient search, multi-innovation identification | Journal | 51 |
Issue | ISSN | Citations |
9 | 0020-7721 | 0 |
PageRank | References | Authors |
0.34 | 0 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ting Cui | 1 | 0 | 0.34 |
| Feng Ding | 2 | 4973 | 231.42 |
| A. Alsaedi | 3 | 749 | 63.55 |
| Tasawar Hayat | 4 | 0 | 1.01 |