Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第44回ISCIE「確率システム理論と応用」国際シンポジウム(2012年11月, 東京)
The Use of Inequality Constraints on Unknown Parameters as Pseudomeasurement in System Identification
AKIRA OHSUMIKENTARO KAMEYAMA
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2013 年 2013 巻 p. 113-119

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An approach is proposed to identify unknown system parameters which are known a priori to be constrained by their own upper and lower bounds. The inequality constraints are incorporated in the original observation data as pseudomeasurement. The identification is performed within the Kalman filtering framework. Several numerical experiments are provided.
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© 2013 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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