Accession Number : AD0715238
Title : Schaetzung von Parametern und Zustandsvariablen Linearer Regelstrecken Durch Nichtlineare Filternug (Estimation of Parameters and State-Variables of Linear Control Systems by Means of Nonlinear Filtering),
Corporate Author : DEUTSCHE FORSCHUNGS- UND VERSUCHSANSTALT FUER LUFT- UND RAUMFAHRT E V OBERPFAFFENHOFEN (WEST GERMANY)
Personal Author(s) : Brammer,K.
Report Date : 1970
Pagination or Media Count : 8
Abstract : The paper considers time-continuous multivariable processes in state space representation, with an inaccessible state vector, with variable and unknown coefficients and with stochastic plant and measurement noises. The parameters as well as the state variables are to be estimated on the basis of the control inputs and the measured outputs. If the unknown parameters are located in the dynamical matrix (A) OR IN THE MEASUREMENT MATRIX (C), a nonlinear filtering problem arises, because these parameters form products with the state variables. Then the solution is realizable only in an approximative way, whereas for the identification of the control matrix (B) it can be obtained exactly. In an case the solution separates into a parameter identification system and into a modified and adaptive Kalman-Bucy-filter for the state-variables.
Descriptors : (*CONTROL SYSTEMS, MATHEMATICAL MODELS), MATRICES(MATHEMATICS), STOCHASTIC PROCESSES, LINEAR SYSTEMS, WEST GERMANY
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE