3.4 Static Parameters and Dynamic Constraints
The estimation problem is generalized by combining the cases described in Sections 3.2 and 3.3. We consider the dynamic system (3.3.1), which connects two sequential state vectors , and an extension of the measurement model (3.3.2),
The extended model incorporates time-varying parameter and a time-invariant -dimensional parameter . The matrix has dimensions by . Actually, we can formally assume a “very slow” dynamics for parameter , and write dynamics equations as
where the error is zero. The last requirement can be taken into account ...