State Estimation for Stochastic Distributed Parameter Systems under Noisy Boundary Observations

channel estimation for mimo-ofdm systems

تخمین دقیق مشخصات کانال در سیستم های مخابراتی یک امر مهم محسوب می گردد. این امر به ویژه در کانال های بیسیم با ‏خاصیت فرکانس گزینی و زمان گزینی شدید، چالش بزرگی است. مقالات متعدد پر از روش های مبتکرانه ای برای طراحی و آنالیز ‏الگوریتم های تخمین کانال است که بیشتر آنها از روش های خاصی استفاده می کنند که یا دارای عملکرد خوب با پیچیدگی ‏محاسباتی بالا هستند و یا با عملکرد نه چندان خوب پیچیدگی پایینی...

Joint state and parameter estimation for distributed mechanical systems

We present a novel strategy to perform estimation for a dynamical mechanical system in standard operating conditions, namely, without ad hoc experimental testing. We adopt a sequential approach, and the joint state-parameter estimation procedure is based on a state estimator inspired from collocated feedback control. This type of state estimator is chosen due to its particular effectiveness and...

On Guaranteed Parameter Estimation of Stochastic Delay Differential Equations by Noisy Observations

Sequential parameter estimation for stochastic systems

The quality of the prediction of dynamical system evolution is determined by the accuracy to which initial conditions and forcing are known. Availability of future observations permits reducing the effects of errors in assessment the external model parameters by means of a filtering algorithm. Usually, uncertainties in specifying internal model parameters describing the inner system dynamics ar...

State and Parameter Estimation from Boundary–Crossings

In this paper we consider the problem of estimating the state, and identifying parameters of a diffusion process, when the only available information is the crossing times of a boundary. By using a partial differential equation approach related with the computation of boundary–crossing probabilities, we derive finite dimensional reconstructors (filters) for the state and Feynman Kac type functi...