Optimal online parameter estimation for a class of infinite dimensional systems using Kalman filters

We consider the problem of online parameter estimation for a class of structurally perturbed infinite dimensional systems. By viewing the system as an augmented system with the unknown constant parameters being the additional states, a time varying infinite dimensional system results whose evolution...

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Bibliographic Details
Published inProceedings of the 2003 American Control Conference, 2003 Vol. 3; pp. 2708 - 2713 vol.3
Main Authors Demetriou, M.A., Ito, K.
Format Conference Proceeding
LanguageEnglish
Published IEEE 2003
Subjects
Adaptive systems
Convergence
Distributed parameter systems
Filters
Gain measurement
Observers
Parameter estimation
Partial differential equations
State estimation
Time varying systems
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Summary:We consider the problem of online parameter estimation for a class of structurally perturbed infinite dimensional systems. By viewing the system as an augmented system with the unknown constant parameters being the additional states, a time varying infinite dimensional system results whose evolution operator depends on the available output signal. An optimal filter for the resulting time varying system is proposed which optimally reconstructs both the state and unknown parameters. Well-posedness results for the optimal observer are summarized along with an example that illustrate the applicability of this approach to a parabolic partial differential equation.
ISBN:9780780378964
0780378962
ISSN:0743-1619
2378-5861
DOI:10.1109/ACC.2003.1243488