Study of nonlinear parameter identification using UKF and Maximum Likelihood method

@article{Sun2010StudyON,
  title={Study of nonlinear parameter identification using UKF and Maximum Likelihood method},
  author={Zhen Sun and Zhenyu Yang},
  journal={2010 IEEE International Conference on Control Applications},
  year={2010},
  pages={671-676}
}
The nonlinear parameter identification is studied using UKF and Maximun Likelihood (ML) method. The proposed scheme consists of two sequential stages. The first stage conducts the state estimation using UKF, where the estimated state is a function of unknown parameters. A likelihood function is constructed in the second stage based on the estimated state. Thereby, the parameter identification problem becomes an optimization of the parameterized likelihood function. The proposed method is… CONTINUE READING

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