The Bias Compensation Based Parameter and State Estimation for Observability Canonical State-Space Models with Colored Noise
This paper develops a bias compensation-based parameter and state estimation algorithm for the observability canonical state-space system corrupted by colored noise. The state-space system is transformed into a linear regressive model by eliminating the state variables. Based on the determination of...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2018-11-01
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Series: | Algorithms |
Subjects: | |
Online Access: | https://www.mdpi.com/1999-4893/11/11/175 |