Exact bounded-error continuous-time linear state estimator

Nonlinear bounded-error state estimation of continuous-time systems

Parameter estimation for non-linear continuous-time systems in a bounded error context

This paper deals with guaranteed parameter estimation in a bounded error context for nonlinear continuous-time systems. Perturbations are assumed bounded but otherwise unknown. The solution is a set of parameter vectors consistent with modelling hypotheses, measured data and prior error bounds. The algorithm proposed in this paper does not suffer from initialization problems encountered in the ...

Guaranteed State and Parameter Estimation for Nonlinear Continuous-Time Systems with Bounded-Error Measurements

A strategy for state and parameter estimation in nonlinear, continuous-time systems is presented. The method provides guaranteed enclosures of all state and parameter values that are consistent with bounded-error output measurements. Key features of the method are the use of a new validated solver for parametric ODEs, which is used to produce guaranteed bounds on the solutions of nonlinear dyna...

A New Ridge Estimator in Linear Measurement Error Model with Stochastic Linear Restrictions

In this paper, we propose a new ridge-type estimator called the new mixed ridge estimator (NMRE) by unifying the sample and prior information in linear measurement error model with additional stochastic linear restrictions. The new estimator is a generalization of the mixed estimator (ME) and ridge estimator (RE). The performances of this new estimator and mixed ridge estimator (MRE) against th...

Time-delayed State Estimator for Linear Systems with Unknown Inputs

Abstract: This paper deals with the state estimation of linear time-invariant discrete systems with unknown inputs. The forward sequences of the output are treated as additional outputs. In this case, the rank condition for designing the unknown input estimator is relaxed. The gain for minimal estimation error variance is presented, and a numerical example is given to verify the proposed unknow...