2010
DOI: 10.1109/mie.2010.937937
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IMM-UKF Versus Frequency Analysis [Past and Present

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Cited by 7 publications
(15 citation statements)
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“…Consequently, for practical reasons the original problem is commonly relaxed to developing a model whose output can be made "as close as possible" (in some metric sense) to the output of the dynamic system. Different methods have been developed in the literature for both linear and nonlinear system identifications and [1,2,3,4,5,6]. A common characteristic of most of these methods is the use of a parameterized model where the parameters are recursively updated in real-time to minimize a performance index such as the output identification error.…”
Section: Prediction and Estimation Techniquesmentioning
confidence: 99%
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“…Consequently, for practical reasons the original problem is commonly relaxed to developing a model whose output can be made "as close as possible" (in some metric sense) to the output of the dynamic system. Different methods have been developed in the literature for both linear and nonlinear system identifications and [1,2,3,4,5,6]. A common characteristic of most of these methods is the use of a parameterized model where the parameters are recursively updated in real-time to minimize a performance index such as the output identification error.…”
Section: Prediction and Estimation Techniquesmentioning
confidence: 99%
“…During the time update, the current state and error covariance estimate are projected forward (in time) to obtain a priori estimate of the state in the next time step. Next, the new measurement is incorporated into this priori estimate value for calculating the posteriori estimate of the corresponding state during the measurement update [1,2,3,4,5,6]. However, the process to be estimated and the measurement relationship to the process can be nonlinear in practice.…”
Section: Extended Kalman Filter Estimatormentioning
confidence: 99%
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