| Title |
A Study on the Parameter Estimation Algorithm for Nonlinear Systems |
| Authors |
이달호(Lee, Dal-Ho) ; 성상만(Seong, Sang-Man) |
| Keywords |
nonlinear parameter estimation ; extended Kalman filter ; recursive prediction error method |
| Abstract |
In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm. |