A new residual-based Kalman filter for real time input–parameter–state estimation using limited output information

The real time, output-only, and joint input–parameter–state estimation capabilities of a new residual-based Kalman filter (RKF) are examined herein with respect to limited information conditions. is based on the residual predicted measured dynamic state output, as well system model estimation. considered sensitivity analysis developed using time matrix formulated by filtered states. Without loss application generality, systems be structural–mechanical systems, measurements accelerations, equation motion.