On the development and application of a continuous-discrete recursive prediction error algorithm

J.D. Stigter, M.B. Beck

Research output: Contribution to journalArticleAcademicpeer-review

13 Citations (Scopus)

Abstract

Recursive state and parameter reconstruction is a well-established field in control theory. In the current paper we derive a continuous-discrete version of recursive prediction error algorithm and apply the filter in an environmental and biological setting as a possible alternative to the well-known extended Kalman filter. The framework from which the derivation is started is the so-called ‘innovations-format’ of the (continuous time) system model, including (discrete time) measurements. After the algorithm has been motivated and derived, it is subsequently applied to hypothetical and ‘real-life’ case studies including reconstruction of biokinetic parameters and parameters characterizing the dynamics of a river in the United Kingdom. Advantages and characteristics of the method are discussed.
Original languageEnglish
Pages (from-to)143-158
JournalMathematical Biosciences
Volume191
Issue number2
DOIs
Publication statusPublished - 2004

Keywords

  • parameter estimator

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