Title: Multi-innovation parameter and state estimation for multivariable state space systems

Authors: Xuehai Wang; Fang Zhu; Fenglin Huang

Addresses: School of Mathematics and Statistics, Xinyang Normal University, Xinyang, 464000, China ' Institute of Education Science, Xinyang Normal University, Xinyang, 464000, China ' School of Mathematics and Statistics, Xinyang Normal University, Xinyang, 464000, China

Abstract: This work considers the modelling and estimation problem of multivariable state space systems. Based on the observer canonical form, the identification model is derived and a combined state and multi-innovation estimation algorithm is presented by means of the Kalman filter principle. The efficacy of the algorithm is verified by a simulation example.

Keywords: parameter estimation; state space; recursive identification; multi-innovation; multivariable system; Kalman filter.

DOI: 10.1504/IJMIC.2019.103659

International Journal of Modelling, Identification and Control, 2019 Vol.32 No.3/4, pp.274 - 279

Received: 17 Jan 2019
Accepted: 07 Mar 2019
Published online: 18 Nov 2019 *

Full-text access for editors Full-text access for subscribers Purchase this article Comment on this article