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Table Of Contents

1.1 Abrief summary
1.2 References
Least squares methods
2.1 Introduction
2.2 Principle of least squares
2.2.1 Properties of the least squares estimates [1,2]
2.3 Generalised least squares
2.3.1 A probabilistic version of the LS [1,2]
2.4 Nonlinear least squares
2.5 Equation error method
2.6 Gaussian least squares differential correction method
2.7 Epilogue
2.8 References
2.9 Exercises
Output error method
3.1 Introduction
3.2 Principle of maximum likelihood
3.3 Cramer-Rao lower bound
3.3.1 The maximum likelihood estimate is efficient [4,5]
3.4 Maximum likelihood estimation for dynamic system
3.4.1 Derivation of the likelihood function
3.5 Accuracy aspects
3.6 Output error method
3.7 Features and numerical aspects
3.8 Epilogue
3.9 References
3.10 Exercises
Filtering methods
4.1 Introduction
4.2 Kalman filtering
4.2.1 Covariance matrix
4.2.2 Discrete-time filtering algorithm
4.2.3 Continuous-time Kalman filter
4.2.4 Interpretation and features of the Kalman filter
4.3 Kalman UD factorisation filtering algorithm
4.4 Extended Kalman filtering
4.5 Adaptive methods for process noise
4.5.1 Heuristic method
4.5.2 Optimal state estimate based method
4.5.3 Fuzzy logic based method
4.6 Sensor data fusion based on filtering algorithms
4.6.1 Kalman filter based fusion algorithm
4.6.2 Data sharing fusion algorithm
4.6.3 Square-root information sensor fusion
4.7 Epilogue
4.8 References
5.2 Process noise algorithms for linear systems
5.3 Process noise algorithms for nonlinear systems
6.3.1 Fit error criteria (FEC)
6.3.3 Tests based on whiteness of residuals
6.3.4 F-ratio statistics
6.3.5 Tests based on process/parameter information
6.3.6 Bayesian approach
6.3.7 Complexity (COMP)
6.3.8 Pole-zero cancellation
6.4 Model selection procedures [18]
6.5 Epilogue
6.6 References
6.7 Exercises
Estimation before modelling approach
7.1 Introduction
7.2 Two-step procedure
7.2.1 Extended Kalman filter/fixed interval smoother
7.2.2 Regression for parameter estimation
7.2.3 Model parameter selection procedure
7.4 Epilogue
7.5 References
7.6 Exercises
Approach based on the concept of model error
8.1 Introduction
8.2 Model error philosophy
8.2.1 Pontryagin’s conditions
8.3 Invariant embedding
8.4 Continuous-time algorithm
8.5 Discrete-time algorithm
8.6 Model fitting to the discrepancy or model error
8.7 Features of the model error algorithms
8.8 Epilogue
8.9 References
8.10 Exercises
9.1 Introduction
9.2 Problems of unstable/closed loop identification
9.4 Eigenvalue transformation method for unstable systems
9.5 Methods for detection of data collinearity
9.6.1 Feedback-in-model method
9.6.2 Mixed estimation method
9.6.3 Recursive mixed estimation method
9.7 Stabilised output error methods (SOEMs)
9.7.1 Asymptotic theory of SOEM
9.8 Total least squares method and its generalisation
9.9 Controller information based methods
9.9.1 Equivalent parameter estimation/retrieval approach
9.9.2 Controller augmented modelling approach
9.9.4 Two-step bootstrap method
9.10 Filter error method for unstable/augmented aircraft
9.12 Epilogue
9.13 References
9.14 Exercises
10.1 Introduction
10.2 Feed forward neural networks
10.2.1 Back propagation algorithm for training
10.3 Parameter estimation using feed forward neural network
10.4 Recurrent neural networks
10.4.1 Variants of recurrent neural networks
10.4.2 Parameter estimation with Hopfield neural networks
10.5 Genetic algorithms
10.5.1 Operations in a typical genetic algorithm
10.5.2 Simple genetic algorithm illustration
10.5.3 Parameter estimation using genetic algorithms
10.6 Epilogue
10.7 References
10.8 Exercises
Real-time parameter estimation
11.1 Introduction
11.2 UD filter
11.3 Recursive information processing scheme
11.4 Frequency domain technique
11.4.1 Technique based on the Fourier transform
11.4.2 Recursive Fourier transform
11.5 Implementation aspects of real-time estimation algorithms
11.7 Epilogue
11.8 References
11.9 Exercises
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Modelling and Parameter Estimation of Dynamic Systems

Modelling and Parameter Estimation of Dynamic Systems

Ratings: (0)|Views: 946|Likes:
Published by Munish Sharma

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Published by: Munish Sharma on Jun 12, 2011
Copyright:Attribution Non-commercial


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