Recursive prediction error methods for online estimation in nonlinear state-space models
Several recursive algorithms for online, combined state and parameter estimation in nonlinear state-space models are discussed in this paper. Well-known algorithms such as the extended Kalman filter and alternative formulations of the recursive prediction error method are included, as well as a new...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Norwegian Society of Automatic Control
1994-04-01
|
| Series: | Modeling, Identification and Control |
| Subjects: | |
| Online Access: | http://www.mic-journal.no/PDF/1994/MIC-1994-2-4.pdf |