Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

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Record number 333290
Title On the development and application of a continuous-discrete recursive prediction error algorithm
Author(s) Stigter, J.D.; Beck, M.B.
Source Mathematical Biosciences 191 (2004)2. - ISSN 0025-5564 - p. 143 - 158.
Department(s) Systems and Control Group
Publication type Refereed Article in a scientific journal
Publication year 2004
Keyword(s) parameter estimator
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.
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