A two-level estimator for time varying parameters
Författare
Summary, in English
A crucial part in an adaptive control system is the estimation of the unknown parameters of the process. The estimation is often done using a Kalman filter or an Extended Kalman filter. These estimators give good results if the parameters are not varying too fast. When the parameters are varying fast there are difficulties for the estimator to follow the variations.
This paper outlines a new approach to the estimation problem. The new estimator consists of two parts. One conventional Kalman filter for fine estimation and one estimator for coarse estimation. The coarse estimator consists of a finite number of fixed a priori models and a decision mechanism which points out the model which best fits the data.
The paper describes the two-level estimator and discusses its properties. Some numerical examples illustrate the behavior of the estimator.
This paper outlines a new approach to the estimation problem. The new estimator consists of two parts. One conventional Kalman filter for fine estimation and one estimator for coarse estimation. The coarse estimator consists of a finite number of fixed a priori models and a decision mechanism which points out the model which best fits the data.
The paper describes the two-level estimator and discusses its properties. Some numerical examples illustrate the behavior of the estimator.
Avdelning/ar
Publiceringsår
1979
Språk
Engelska
Sidor
85-89
Publikation/Tidskrift/Serie
Automatica
Volym
15
Issue
1
Dokumenttyp
Artikel i tidskrift
Förlag
Pergamon Press Ltd.
Ämne
- Control Engineering
Nyckelord
- Adaptive systems
- parameter estimation
- real time identification
- Kalman filters
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 0005-1098