Linearización del problema de estimación conjunta de parámetros y estados

Abstract

The studies carried out to date in the field of combined state and parameter estimation, have included both aspects in the one statement of the problem. This way of analysing the problem necessarily leads to non-linear equations. Our purpose have been to avoid dealing with the non-linear problem using two linear estimators, one to identify parameters, and the other to estimate states. This way of stating the problem compels the use of some particular canonical form for the state space equationsof a linear system, which allows the parameters and states to be estimated separately using the two linear estimators referred to above. The proposed method can be developed in recursive form, and it can easily be implemented on a digital computer. It has been tested in various ways, using different assumptions as to the presence of noise in the state and output stages, and in every case simulated excellent results have been obtained.