A Hierarchical Approach for Joint Parameter and State Estimation of a Bilinear System with Autoregressive Noise
This paper is concerned with the joint state and parameter estimation methods for a bilinear system in the state space form, which is disturbed by additive noise. In order to overcome the difficulty that the model contains the product term of the system input and states, we make use of the hierarchi...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-04-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/7/4/356 |