Parameter and State Estimation Algorithm for a State Space Model with a One-unit State Delay

This paper derives a state estimation based parameter identification algorithm for state space systems with a one-unit state delay. We derive the identification model of an observability canonical state space system with a one-unit state delay. The key is to replace the unknown states in the parameter estimation algorithm with their state estimates and to identify the parameters of the state space models. Finally, two illustrative examples are given to show the effectiveness of the proposed algorithm.