Simultaneous ML estimation of state and parameters for hyperbolic systems with noisy boundary condition

Arunabha Bagchi, P.G.J. ten Brummelhuis, P.G.J. ten Brummelhuis

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    2 Citations (Scopus)
    37 Downloads (Pure)

    Abstract

    A method to estimate simultaneously states and parameters of a discrete-time hyperbolic system with noisy boundary conditions is presented. This method is based on maximization of a likelihood (ML) function. The ML function leads to a two-point boundary value problem of considerable complexity. Restricted discrete-time problems, the large dimension of the state vector and the direct solution of the two-point boundary value problem may lead to a huge computational load. An alternative computational method is proposed which is much faster and makes use of specific features of the hyperbolic system. Although this technique is described for linear systems, possible extension to nonlinear systems are also briefly discussed
    Original languageEnglish
    Title of host publication29th Conference on Decision and Control, CDC 1990
    Place of PublicationHonolulu, Hawaii
    PublisherIEEE
    Pages222-224
    Number of pages3
    DOIs
    Publication statusPublished - 5 Dec 1990
    Event29th IEEE Conference on Decision and Control, CDC 1990 - Honolulu, United States
    Duration: 5 Dec 19907 Dec 1990
    Conference number: 29

    Publication series

    Name
    PublisherIEEE
    Volume1

    Conference

    Conference29th IEEE Conference on Decision and Control, CDC 1990
    Abbreviated titleCDC
    CountryUnited States
    CityHonolulu
    Period5/12/907/12/90

    Keywords

    • METIS-141505
    • IR-30864

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