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On Parameter and State Estimation for Linear Differential-Algebraic Equations
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
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2007 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 43, no 3, 416-425 p.Article in journal (Refereed) Published
Abstract [en]

The current demand for more complex models has initiated a shift away from state-space models towards models described by differential-algebraic equations (DAEs). These models arise as the natural product of object-oriented modeling languages, such as Modelica. However, the mathematics of DAEs is somewhat more involved than the standard state-space theory. The aim of this work is to present a well-posed description of a linear stochastic differential-algebraic equation and more importantly explain how well-posed estimation problems can be formed. We will consider both the system identification problem and the state estimation problem. Besides providing the necessary theory we will also explain how the procedures can be implemented by means of efficient numerical methods.

Place, publisher, year, edition, pages
Elsevier, 2007. Vol. 43, no 3, 416-425 p.
Keyword [en]
Differential-algebraic equations, Kalman filtering, Grey-box models, Estimation, Parameter estimation, State estimation, Stochastic
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-37489DOI: 10.1016/j.automatica.2006.09.016Local ID: 36305OAI: oai:DiVA.org:liu-37489DiVA: diva2:258338
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2017-12-13

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Gerdin, MarkusSchön, ThomasGlad, TorkelGustafsson, FredrikLjung, Lennart

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