A method for simultaneous state and parameter estimation in nonlinear systems
David Haessig, Bernard Friedland · 1997
A new method for simultaneously estimating the state and unknown parameters in nonlinear dynamic systems is presented. The method, based on the state dependent Riccati equation (SDRE) filtering technique, is shown to work well in a number of examples, one involving friction estimation and compensation, and another being a linear system with unknown coefficients. However, when the number of states and parameters is large, the filter can become computationally overburdened. This problem is addressed by developing a two-stage form of the new state/parameter estimator for systems affine in the unknown parameters.