Abstract
This study consists of the following two topics: one is a basic consideration on the extended kalman filter in identification problems, and the other is a proposal of a new local iteration procedure called Extended Kalman filter-weighted local iteration method (EK-WLI method).
In the former study, roles of each factor involved in the kalman filter algorithm was clarified using a two component state vector equation.
In the latter one based on the results of the former study, a local iteration procedure was developed which was found to be effective in reducing the enor due to the linearization of the observation equation on the identified state vector.
