This paper deals with the problem of system identification and state estimation for nonlinear uncertain stochastic systems, in the discrete-time framework. By suitably extending the state space with the inclusion of the unknown vector of parameters, the filtering and identification problems are simultaneously solved. The algorithm here proposed applies the optimal polynomial filter of a chosen degree μ to the Carleman approximation of the same degree of the extended nonlinear system. Simulations support theoretical results.

Palumbo, P., Germani, A., Manes, C. (2005). Polynomial filtering and identification of discrete-time nonlinear uncertain stochastic systems. In Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 (pp.1917-1922). IEEE [10.1109/CDC.2005.1582440].

Polynomial filtering and identification of discrete-time nonlinear uncertain stochastic systems

Palumbo, P;
2005

Abstract

This paper deals with the problem of system identification and state estimation for nonlinear uncertain stochastic systems, in the discrete-time framework. By suitably extending the state space with the inclusion of the unknown vector of parameters, the filtering and identification problems are simultaneously solved. The algorithm here proposed applies the optimal polynomial filter of a chosen degree μ to the Carleman approximation of the same degree of the extended nonlinear system. Simulations support theoretical results.
paper
Filtering problems; Parameter estimation; Polynomial methods; System identification;
English
44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 - 12 December 2005 through 15 December 2005
2005
Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
9780780395688
2005
2005
1917
1922
1582440
reserved
Palumbo, P., Germani, A., Manes, C. (2005). Polynomial filtering and identification of discrete-time nonlinear uncertain stochastic systems. In Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 (pp.1917-1922). IEEE [10.1109/CDC.2005.1582440].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/246605
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