On the canonical state-space realisation of 3-D discrete systems

1989 ◽  
Vol 136 (1) ◽  
pp. 19 ◽  
Author(s):  
A.J. Kanellakis ◽  
P.N. Paraskevopoulos ◽  
N.J. Theodorou ◽  
S.J. Varoufakis
Keyword(s):  
State Space ◽  
Discrete Systems ◽  
Canonical State

scholarly journals Affine Diffusions with Non-Canonical State Space

2012 ◽  
Vol 30 (4) ◽  
pp. 605-641 ◽  
Author(s):  
Peter Spreij ◽  
Enno Veerman
Keyword(s):  
State Space ◽  
Canonical State

scholarly journals Parameter and State Estimator for State Space Models

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Ruifeng Ding ◽  
Linfan Zhuang
Keyword(s):  
State Space ◽  
State Equation ◽  
The State ◽  
Parameter Estimates ◽  
Identification Algorithm ◽  
State Variables ◽  
Input Output ◽  
State Estimator ◽  
Output Data ◽  
Canonical State

This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.

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