2010
DOI: 10.2514/1.45768
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Observer/Kalman-Filter Time-Varying System Identification

Abstract: An algorithm for computation of the generalized Markov parameters of an observer or Kalman filter for discretetime-varying systems from input-output experimental data is presented. Relationships between the generalized observer Markov parameters and the system Markov parameters are derived for the time-varying case. The generalized system Markov parameters thus derived are used by the time-varying eigensystem realization algorithm to obtain a time-varying discrete-time state-space model. A qualitative relation… Show more

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Cited by 50 publications
(30 citation statements)
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“…Majji et al [34]). The closed-loop observer thus constructed is now forced to have an asymptotically stable origin.…”
Section: Basic Formulationmentioning
confidence: 99%
See 3 more Smart Citations
“…Majji et al [34]). The closed-loop observer thus constructed is now forced to have an asymptotically stable origin.…”
Section: Basic Formulationmentioning
confidence: 99%
“…Majji et al [33,34]). Fundamental difference equation dictating the time evolution of the state is given by…”
Section: Basic Formulationmentioning
confidence: 99%
See 2 more Smart Citations
“…Depending on the available sensor data, this refinement could be performed using similar methods to the existing airdrop identification methods mentioned previously [4][5][6][7][8][9][10][11]. Another possibility is that the model made from GPS data using the proposed procedure could be simply augmented to capture unmodeled dynamics observed in the additional sensor channels using more general system identification techniques such as those recently developed by Majji et al [15,16].…”
mentioning
confidence: 99%