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RISOptimal Nonlinear Estimation of Linear Stochastic Systems: The Multivariable Extension
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: This paper extends to multi-input multi-output (MIMO) systems a nonlinear method of simultaneous parameter and state estimation that appeared in the ASME JDSM&C (September, 1994), for single-input ...
Optimal Nonlinear Estimation of Linear Stochastic Systems
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: This paper presents a new nonlinear method of simultaneous parameter and state estimation called pseudo-linear identification (PLID), for stochastic linear time-invariant discrete-time systems. No ...