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Authors: Jens G. Linden ; Benoit Vinsonneau and Keith J. Burnham

Affiliation: Control Theory and Applications Centre, Coventry University, United Kingdom

Keyword(s): Errors-in-variables filtering, Kalman filtering, Parameter estimation.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Signal Processing, Sensors, Systems Modeling and Control ; Signal Reconstruction ; System Identification

Abstract: The paper addresses the problem of errors-in-variables filtering, i.e. the optimal estimation of inputs and outputs from noisy observations. While the optimal solution is known for linear time-varying systems of known parameterisation, this paper considers a suboptimal approach where only an approximated set of parameters is available. The proposed filter is derived by the means of joint state and parameter estimation using the extended Kalman filter approach which, in turn, leads to a coupled state-parameter estimation procedure. However, the resulting parameter estimates appear to be biased in the presence of input noise. The novel filter is compared with a previously proposed suboptimal filter.

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Paper citation in several formats:
G. Linden, J.; Vinsonneau, B. and J. Burnham, K. (2007). AN INVESTIGATION OF EXTENDED KALMAN FILTERING IN THE ERRORS-IN-VARIABLES FRAMEWORK - A Joint State and Parameter Estimation Approach. In Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO; ISBN 978-972-8865-84-9; ISSN 2184-2809, SciTePress, pages 47-53. DOI: 10.5220/0001646600470053

@conference{icinco07,
author={Jens {G. Linden}. and Benoit Vinsonneau. and Keith {J. Burnham}.},
title={AN INVESTIGATION OF EXTENDED KALMAN FILTERING IN THE ERRORS-IN-VARIABLES FRAMEWORK - A Joint State and Parameter Estimation Approach},
booktitle={Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO},
year={2007},
pages={47-53},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001646600470053},
isbn={978-972-8865-84-9},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO
TI - AN INVESTIGATION OF EXTENDED KALMAN FILTERING IN THE ERRORS-IN-VARIABLES FRAMEWORK - A Joint State and Parameter Estimation Approach
SN - 978-972-8865-84-9
IS - 2184-2809
AU - G. Linden, J.
AU - Vinsonneau, B.
AU - J. Burnham, K.
PY - 2007
SP - 47
EP - 53
DO - 10.5220/0001646600470053
PB - SciTePress