JOINT REAL TIME ESTIMATION OF STATES AND PARAMETERS FOR TIMEVARIANT NONLINEAR STOCHASTIC SYSTEMS
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Abstract
In this paper,Suboptimal fading extended Kalman filter for the state estimation of time variant nonliear stochastic systems is extended to deal with more general cases.An approach is presented for joint real time estimation of states and parameters for a class of general time-variant nonlinear stochastic systems.The effectiveness of the new approach is demonstrated by computer simulation.
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