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Carlo methods) is developed. It consists of a class of motion models and a general non-linear measurement equation in position. A general algorithm is presented, which is parsimonious with the particle dimension. It is based on marginalization, enabling a Kalman filter to estimate all position derivatives, and the particle filter becomes low-dimensional.(More)
i Abstract Terrain navigation is a concept for autonomous aircraft navigation. If measurements of the terrain height over mean sea-level are collected along the aircraft ight path, an estimate of the aircraft position can be formed by matching these measurements with a digital reference terrain map. This matching is a recursive nonlinear estimation problem.(More)
The use of periodic excitation signals in identiication experiments is advocated. With periodic excitation it is possible to separate the driving signals and the disturbances , which for instance implies that the noise properties can be independently estimated. In the paper a non-parametric noise model, estimated directly from the measured data, is used in(More)
System identiication deals with the construction of mathematical models of dy-namical systems using measured data. Closed-loop identiication is what results when performing the identiication experiment under output feedback, that is, in closed loop. In this thesis we study a number of closed-loop identiication methods , both classical and more recently(More)