论文标题
线性时间变化系统的系统参数和噪声协方差的联合估计的有效方法
An Efficient Method for the Joint Estimation of System Parameters and Noise Covariances for Linear Time-Variant Systems
论文作者
论文摘要
我们提出了一种基于优化的方法，用于对线性时间变化系统的系统参数和噪声协方差的联合估计。给定测量的数据，此方法最大化了参数的可能性。我们通过新的结构探索求解器解决了感兴趣的优化问题。在移动视野估计的框架中，我们介绍了所提出的方法比常用方法的优点。最后，我们通过数值模拟在热系统的现实示例上显示了该方法的性能。在此示例中，该方法可以在短的计算时间内成功估算模型参数。
We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the optimization problem of interest via a novel structure-exploiting solver. We present the advantages of the proposed approach over commonly used methods in the framework of Moving Horizon Estimation. Finally, we show the performance of the method through numerical simulations on a realistic example of a thermal system. In this example, the method can successfully estimate the model parameters in a short computational time.
