Parameter and state estimation in nonlinear stochastic continuous-time dynamic models with unknown disturbance intensity
نویسندگان
چکیده
منابع مشابه
Parameter and State Estimation in Nonlinear Stochastic Continuous-Time Dynamic Models With Unknown Disturbance Intensity
Approximate Maximum Likelihood Estimation (AMLE) is an algorithm for estimating the states and parameters of models described by stochastic differential equations (SDEs). In previous work (Varziri et al., Ind. Eng. Chem. Res., 47(2), 380–393, (2008); Varziri et al., Comp. Chem. Eng., in press), AMLE was developed for SDE systems in which process-disturbance intensities and measurement-noise var...
متن کاملGuaranteed Nonlinear Parameter Estimation for Continuous - Time Dynamical Models
This paper is about parameter estimation for models described by a continuoustime state equation from discrete-time measurements. Guaranteed solutions to this problem are proposed in probabilistic and bounded-error contexts, based on Müller’s theorems and interval analysis. In a probabilistic context where parameter estimation boils down to parameter optimization, this makes it possible to char...
متن کاملParameter Estimation for Nonlinear Continuous- Time State-space Models from Sampled Data
The problem of parameter estimation for nonlinear state-space models is addressed. Two approaches to this problem are presented: (1) the state-augmentation approach, which consists of including the unknown system parameters in the state vector and estimating them through a state estimator, and (2) the prediction-error approach, which consists of tuning a predictor such that it will give optimal...
متن کاملA Continuous-time Identification Method for Parameter Estimation of Nonlinear Dynamic Load Models of Power Systems
More accurate dynamic load models get better description of the dynamic load characteristic and its relation to voltage stability. In this paper, a second order Taylor series expansion model is presented as the simplification of the popular used exponential recovery dynamic load model. Then, a frequency weighted least-squares based Hartley modulating functions (HMF) method is developed to estim...
متن کاملGuaranteed 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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Canadian Journal of Chemical Engineering
سال: 2008
ISSN: 0008-4034
DOI: 10.1002/cjce.20100