Iterative parameter estimation of nonlinear systems

State and Parameter Estimation for Nonlinear Systems

A constructive method is proposed for the design of nonlinear adaptive observers with global convergence for recursive joint estimation of states and parameters. It extends an earlier result to systems with a more general parametrization. The considered nonlinear systems are those typically considered for the design of high gain observers with additional terms involving unknown parameters. A nu...

Genetic Algorithm in Parameter Estimation of Nonlinear Dynamic Systems

Efficient on-line parameter estimation in TRANSCEND for nonlinear systems

Prognosis and Health Management methodologies require efficient parameter estimation approaches to enable systematic system reconfiguration and adaptive control to accommodate faulty behaviors, and to predict future system states. However, accurate and timely on-line parameter estimation of complex, nonlinear systems is difficult and can be computationally expensive. In this work, we propose a ...

State-dependent Parameter Nonlinear Systems: Identification, Estimation and Control

A control system design procedure is proposed for a widely applicable class of discrete-time, non-linear systems in which the system nonlinearities are incorporated into a linear model structure in the form of State-Dependent Parameter (SDP) functions. The identification and estimation of both non-parametric and parametric SDP models is discussed briefly. The SDP NMSS model structure is defined...

A Maximum Likelihood Parameter Estimation Method for Nonlinear Dynamical Systems

This paper presents an original method for maximum likelihood parameter estimation in nonlinear dynamical systems with highly correlated residuals. The method relies on an autoregressive representation of the residuals to build an estimate of the inverse of its covariante matrix. Theoretical concepts are developed and we provides a successful application of the method on a twoparameters estimat...