Comparative study of simultaneous parameter-state estimations
Masaki Yamakita, Y. Musha, Gen-Ichiro Kinoshita · 2005
In industrial applications extended Kalman filter (EKF) has been used and validity of the method is widely accepted. Recently unscented Kalman filter (UKF) was proposed as an alternative method of EKF. A simple numerical simulation showed some advantage of UKF. In this paper UKF is used for simultaneous parameter-state estimation for a plant and characteristics of UKF is investigated. Comparisons of UKF to other methods, adaptive observer and EKF, are also made by numerical simulations.