论文信息 - A modified extended Kalman filter for linear discrete-time systems with unknown parameters

A modified extended Kalman filter for linear discrete-time systems with unknown parameters

This technical communique presents a modified extended Kalman filter for estimating the states and unknown parameters in discrete-time, multi-input multi-output linear systems. The hyperstability of the filter is guaranteed by introducing a compensator into the estimation mechanism. It is proved that the estimates for the states and unknown parameters converge to the exact values if some conditions are assumed to the estimation mechanism. A numerical example shows that the proposed filter is much more effective than the extended Kalman filter in the estimation of unknown parameters.

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