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 c03-math-0595, and an extension of the measurement model (3.3.2),

The extended model incorporates time-varying parameter c03-math-0597 and a time-invariant c03-math-0598-dimensional parameter c03-math-0599. The matrix c03-math-0600 has dimensions c03-math-0601 by c03-math-0602. Actually, we can formally assume a “very slow” dynamics for parameter c03-math-0603, and write dynamics equations as

3.4.2

where the error is zero. The last requirement can be taken into account ...

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