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On-line parameter estimation using a high sensitivity estimatorAn on-line parameter identification method is presented. The method is based on a recursive formulation of the maximum likelihood method, with a significant modification on the gains of the state estimator. In the conventional maximum likelihood method, the Kalman gains are used in the state estimator. This produces unbiased, minimum variance parameter estimates in the presence of process noise and measurement noise, but it also slows the convergence rate when the identification is done on-line. Here we suggest choosing the gains to maximize a measure of the sensitivities of the state estimates to parameter variations. One such criterion is to minimize the trace of the inverse information matrix. This increases the convergence rate significantly. After one or two time constants, the gains are switched to the Kalman values to assure unbiased, minimum-variance estimates. The state estimate will initially be nonoptimal, and may not be adequate for control purposes. In this case, a parallel Kalman filter which uses the identifier's parameter estimates can be used. This method is applied here for the identification of a simple first-order system, and for the identification of short-period stability derivatives of an F-8 aircraft from simulated data.
Document ID
19780066296
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Mishne, D.
(Stanford Univ. CA, United States)
Bryson, A. E., Jr.
(Stanford University Stanford, Calif., United States)
Date Acquired
August 9, 2013
Publication Date
January 1, 1978
Subject Category
Cybernetics
Report/Patent Number
AIAA PAPER 78-1303
Meeting Information
Meeting: Guidance and Control Conference
Location: Palo Alto, CA
Start Date: August 7, 1978
End Date: August 9, 1978
Accession Number
78A50205
Funding Number(s)
CONTRACT_GRANT: NGL-05-020-007
Distribution Limits
Public
Copyright
Other

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