Abstract
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
Original language | English |
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Journal | I E E E Transactions on Automatic Control |
Volume | 34 |
Issue number | 3 |
Pages (from-to) | 312-316 |
ISSN | 0018-9286 |
DOIs | |
Publication status | Published - 1989 |