Parameter and State Estimation Based on Particle Filtering

摘要：

In this paper, an adaptive estimation algorithm is proposed for non-linear systems with unknown parameters based on combination of particle filtering and stochastic optimization technique. The estimates of parameters are obtained by maximumlikelihood estimation under particle filtering. The proposed algorithm achieves estimation of dynamic state and static parameters simultaneously. Simulation result demonstrates the efficiency of the algorithm.

作者: Xiaojun Yang Keyi Xing

作者单位: The State Key Laboratory for Manufacturing system Engineering Xian Institute of Electromechanical I System Engineering Institute Xian Jiaotong University Xian, CHINA 710049

会议类型: 国际会议

会议名称: Fourth International Conference on Impulsive and Hybrid Dynamical Systems(ICIHDS 2007)(第四届国际脉冲和混合动力系统学术会议)

会议地点: 南宁

会议语种:英文

在线出版日期: 2007-07-20（万方平台首次上网日期，不代表论文的发表时间）