Identification of a class of nonlinear state-space models using RPE techniques
Wenxuan Zhou, Mogens Blanke · IEEE Transactions on Automatic Control · 1989
The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator.>