Optimal Nonlinear Estimation of Linear Stochastic Systems: The Multivariable Extension
1996 ◽
Vol 118
(2)
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pp. 350-353
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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 single-output (SISO) systems. The method is called pseudo-linear identification (PLID), and applies to stochastic linear time-invariant discrete-time systems. No assumptions are required about pole or zero locations; nor about relative degree, except that the system transfer functions must be strictly proper. In the earlier paper, proofs of optimality and convergence were given. Extensions of those proofs to the MIMO case are also given here.
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2016 ◽
Vol 139
(1)
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2009 ◽
Vol 18
(05)
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pp. 993-1003
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1997 ◽
Vol 119
(1)
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pp. 105-110
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1988 ◽
Vol 110
(4)
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pp. 436-440
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2016 ◽
Vol 35
(11)
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pp. 4081-4098
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2014 ◽
Vol 137
(4)
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1990 ◽
Vol 112
(1)
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pp. 133-142
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2020 ◽
Vol 18
(7)
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pp. 1662-1670
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