Model tuning using the extended Kalman filter

The Kalman-filter parameter estimator is extended to the case of estimation of the parameters of a linearised model of a nonlinear system. To illustrate the technique, an electric-arc-furnace electrode-controller model, whose parameters are known approximately a priori, is tuned by applying the extended Kalman filter to measurements of pseudorandom binary-sequency system-input disturbance and response.