Parameter estimation on linear time-varying systems |
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| Authors: | Luiz Cláudio Andrade Souza |
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| Institution: | Department of Electronic Engineering, Federal University of Minas Gerais, Av. Antônio Carlos 6627, Belo Horizonte MG 31270-901, Brazil |
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| Abstract: | This paper studies parameter estimation for a class of linear, continuous, time-varying dynamic systems whose state-space model's matrices are affine combinations of static matrix coefficients and the aforementioned time-varying scalar parameters. It is assumed that the coefficient matrices are all known, that the state is mensurable, and that the parameters are bounded piecewise continuous functions of time. Estimation methods are developed from basic equations for a single parameter first, and later extended to multiple parameters. |
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