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

Arunabha Bagchi; Paul ten Brummelhuis

doi:10.1109/CDC.1990.203585

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

Arunabha Bagchi
, Paul ten Brummelhuis

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

2 Citations (Scopus)

153 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 language	English
Title of host publication	29th Conference on Decision and Control, CDC 1990
Place of Publication	Piscataway, NJ
Publisher	IEEE
Pages	222-224
Number of pages	3
Volume	1
DOIs	https://doi.org/10.1109/CDC.1990.203585
Publication status	Published - 5 Dec 1990
Event	29th IEEE Conference on Decision and Control, CDC 1990 - Honolulu, United States Duration: 5 Dec 1990 → 7 Dec 1990 Conference number: 29

Conference

Conference	29th IEEE Conference on Decision and Control, CDC 1990
Abbreviated title	CDC
Country/Territory	United States
City	Honolulu
Period	5/12/90 → 7/12/90

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10.1109/CDC.1990.203585

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@inproceedings{22f334886f69449d97bbdd507bec1aa1,

title = "Simultaneous ML estimation of state and parameters for hyperbolic systems with noisy boundary condition",

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",

author = "Arunabha Bagchi and \{ten Brummelhuis\}, Paul",

year = "1990",

month = dec,

day = "5",

doi = "10.1109/CDC.1990.203585",

language = "English",

volume = "1",

pages = "222--224",

booktitle = "29th Conference on Decision and Control, CDC 1990",

publisher = "IEEE",

address = "United States",

note = "29th IEEE Conference on Decision and Control, CDC 1990, CDC ; Conference date: 05-12-1990 Through 07-12-1990",

}

Bagchi, A & ten Brummelhuis, P 1990, Simultaneous ML estimation of state and parameters for hyperbolic systems with noisy boundary condition. in 29th Conference on Decision and Control, CDC 1990. vol. 1, IEEE, Piscataway, NJ, pp. 222-224, 29th IEEE Conference on Decision and Control, CDC 1990, Honolulu, Hawaii, United States, 5/12/90. https://doi.org/10.1109/CDC.1990.203585

TY - GEN

T1 - Simultaneous ML estimation of state and parameters for hyperbolic systems with noisy boundary condition

AU - Bagchi, Arunabha

AU - ten Brummelhuis, Paul

N1 - Conference code: 29

PY - 1990/12/5

Y1 - 1990/12/5

N2 - 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

AB - 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

U2 - 10.1109/CDC.1990.203585

DO - 10.1109/CDC.1990.203585

M3 - Conference contribution

VL - 1

SP - 222

EP - 224

BT - 29th Conference on Decision and Control, CDC 1990

PB - IEEE

CY - Piscataway, NJ

T2 - 29th IEEE Conference on Decision and Control, CDC 1990

Y2 - 5 December 1990 through 7 December 1990

ER -

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

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