Froidevaux, M. R.

A square root formulation for the combined state-parameter estimator with application to the identification of sailplane performance

A square root formulation is presented for the discrete combined state parameter estimation problem with linear plant dynamics, Gaussian random disturbances, and constant but uncertain parameters. The estimator is a combination of the classical Kalman filter and a maximum likelihood algorithm which maximizes the parameter log-likelihood function using a first order search routine.