Extended state space recursive least squares
A Irshad, M Salman, S Bashir, MB Malik - Digital Signal Processing, 2016 - Elsevier
A new extended state space recursive least squares (ESSRLS) algorithm is proposed for
state estimation of nonlinear systems. It is based on state space recursive least squares
(SSRLS) approach and uses first order linearization of the system. It inherits the capability of
obtaining state estimate without knowledge of process and measurement noise covariance
matrices (Q and R respectively). The proposed approach is considered to provide new
design option for scenarios where noise statistics and system dynamics vary. ESSRLS is …
state estimation of nonlinear systems. It is based on state space recursive least squares
(SSRLS) approach and uses first order linearization of the system. It inherits the capability of
obtaining state estimate without knowledge of process and measurement noise covariance
matrices (Q and R respectively). The proposed approach is considered to provide new
design option for scenarios where noise statistics and system dynamics vary. ESSRLS is …
Showing the best result for this search. See all results