Technical Communique: Estimating the degree of time variance in a parametric model

Authors:
Matias Waller;Henrik SaxéN
Affiliations:
Heat Engineering Laboratory, íbo Akademi University, FIN-20500, íbo, Finland;Heat Engineering Laboratory, íbo Akademi University, FIN-20500, íbo, Finland
Venue:
Automatica (Journal of IFAC)
Year:
2000

Citing 3
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Abstract

A method capable of directional considerations in tracking parameters which exhibit different time-variant characteristics is suggested. The method, which can be considered an ad hoc modification of the recursive Kalman filter, is suited to estimate the parameters in a parametric model and, unlike the Kalman filter, does not require any prior knowledge of the variations. The efficiency of the proposed method is illustrated through simulated examples as well as by an application to a full-scale industrial problem.