A square root formulation is presented for the discrete combined state parameter estimation problem with linear plant dynamics, Gaussian random disturbances, and constant but uncertain parameters. The estimator is a combination of the classical Kalman filter and a maximum likelihood algorithm which maximizes the parameter log-likelihood function using a first order search routine.


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    Title :

    A square root formulation for the combined state-parameter estimator with application to the identification of sailplane performance


    Contributors:


    Publication date :

    1974-04-01


    Type of media :

    Conference paper


    Type of material :

    No indication


    Language :

    English


    Keywords :


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