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A two-level estimator for time varying parameters

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Author

Summary, in English

A crucial part in an adaptive control system is the estimation of the unknown parameters of the process. The estimation is often done using a Kalman filter or an Extended Kalman filter. These estimators give good results if the parameters are not varying too fast. When the parameters are varying fast there are difficulties for the estimator to follow the variations.



This paper outlines a new approach to the estimation problem. The new estimator consists of two parts. One conventional Kalman filter for fine estimation and one estimator for coarse estimation. The coarse estimator consists of a finite number of fixed a priori models and a decision mechanism which points out the model which best fits the data.



The paper describes the two-level estimator and discusses its properties. Some numerical examples illustrate the behavior of the estimator.

Publishing year

1979

Language

English

Pages

85-89

Publication/Series

Automatica

Volume

15

Issue

1

Document type

Journal article

Publisher

Pergamon Press Ltd.

Topic

  • Control Engineering

Keywords

  • Adaptive systems
  • parameter estimation
  • real time identification
  • Kalman filters

Status

Published

ISBN/ISSN/Other

  • ISSN: 0005-1098