Non-linear estimation is easy
Computational Engineering, Finance, and Science
2008-11-06 v1 Numerical Analysis
Performance
Commutative Algebra
Numerical Analysis
Optimization and Control
Abstract
Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic definitions and properties are presented within the framework of differential algebra, which permits to handle system variables and their derivatives of any order. Several academic examples and their computer simulations, with on-line estimations, are illustrating our viewpoint.
Cite
@article{arxiv.0710.4486,
title = {Non-linear estimation is easy},
author = {Michel Fliess and Cédric Join and Hebertt Sira-Ramirez},
journal= {arXiv preprint arXiv:0710.4486},
year = {2008}
}