Title
Combined state and parameter estimation for not fully observable dynamic systems
Abstract
In this paper, a simple, yet novel method for state estimation and parameter identification for dynamic systems is presented. Apart from providing estimates of non-measurable state variables, the algorithm is also capable of estimating (constant) system parameters. The estimation algorithm is split in two parts. Firstly, an extended Kalman filter, whose state-space-model is augmented with quasi-linear expressions for parameter values, providing estimates for the state variables and the augmented parameter values. Secondly, a Monte-Carlo-fashioned approach, which identifies the rest of the parameter values that were not included in the augmentation of the state-space model. The Monte-Carlo-approach minimizes an objective function (the error between the measured and the estimated state variable). It is shown that the algorithm is capable of estimating the state- and parameter-values in a satisfying manner. The method is best applied offline and the theoretical developments will be demonstrated in case studies.
Year
DOI
Venue
2020
10.1016/j.ifacsc.2020.100103
IFAC Journal of Systems and Control
Keywords
DocType
Volume
Parameter identification,Estimation,Kalman filter,System identification
Journal
13
ISSN
Citations 
PageRank 
2468-6018
0
0.34
References 
Authors
0
3
Name
Order
Citations
PageRank
Christoph Josef Backi111.83
Jan Tommy Gravdahl232743.60
Sigurd Skogestad316349.55