Conference paper

International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control - Program - Abstracts - Participants

University of Pavia

Pavia

2008

Ing. Lenka Pavelková, Ph.D. (ÚTIA - Oddělení adaptivních systémů)

state model, uniform innovations, parameter estimation, stat

The state model with uniform innovations (SU model) proposes an alternative to the standardly used linear state-space model with normal innovations that leads to the Kalman filter. By the SU model, the system states and parameters are estimated on-line with fixed memory on the sliding window. The MAP estimation of the SU model reduces to the linear eventually convex programming. The main advantages of the proposed model are the simplicity of the estimation algorithm and the possibility to estimate both the parameters and states including the innovation boundaries. The contribution will be concerned with the problem of the approximative solution of the on-line joint state and parameter estimation. An example with the traffic data illustrates the submitted approach. Here, the length of the car queue on the signalized intersection is estimated.