Publications of Pasquale Palumbo

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

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IASI Research Report n. 589  (Previous    Next)  

Di Martino D., Germani A., Manes C., Pasquale Palumbo

Quadratic filtering for simultaneous state and parameter estimation of uncertain systems

ABSTRACT
The aim of this paper is to investigate the problem of the joint estimation of both the state and parameters for a class of discrete-time linear systems driven by additive noise, not necessarly Gaussian. A recursive quadratic filter with respect to the observations is here proposed and implemented, by opportunely extending the state space also with the inclusion of the parameters vector. The algorithm is achieved with the systematic use of the Kronecker algebra, which constitutes a powerfultool for polynomial manipulations of vector and matrices. Numerical simulations are also reported, showing the high performances of the proposed methods with respect to the usually adopted Extended Kalman Filter.
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