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Parameter and State Estimation Algorithm for a State Space Model with a One-unit State Delay

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Abstract

This paper derives a state estimation based parameter identification algorithm for state space systems with a one-unit state delay. We derive the identification model of an observability canonical state space system with a one-unit state delay. The key is to replace the unknown states in the parameter estimation algorithm with their state estimates and to identify the parameters of the state space models. Finally, two illustrative examples are given to show the effectiveness of the proposed algorithm.

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Acknowledgements

This work was supported by the National Natural Science Foundation of China (No. 61273194), the Natural Science Foundation of Jiangsu Province (China, BK2012549), and the 111 Project (B12018).

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Authors and Affiliations

  1. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi, 214122, P.R. China

    Ya Gu & Xianling Lu

  2. School of Internet of Things Engineering, Jiangnan University, Wuxi, 214122, P.R. China

    Ruifeng Ding

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  1. Ya Gu
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  2. Xianling Lu
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  3. Ruifeng Ding
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Correspondence to Ruifeng Ding.

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Gu, Y., Lu, X. & Ding, R. Parameter and State Estimation Algorithm for a State Space Model with a One-unit State Delay. Circuits Syst Signal Process 32, 2267–2280 (2013). https://doi.org/10.1007/s00034-013-9569-4

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