摘要 |
<p><P>PROBLEM TO BE SOLVED: To provide a parameter estimation method that quickly estimates a time series of parameters indicating the state of a monitored object, a state monitoring method that can monitor the state of a monitored object with external input, a parameter estimation apparatus, a state monitoring apparatus, and a computer program. <P>SOLUTION: The state monitoring apparatus (parameter estimation apparatus) stores an estimateθ<SB>N</SB>of a parameter in the case of application to an ARX model of a first sample time series of N pieces of data acquired from a monitored object and a first input time series of N pieces of data input into the monitored object. When a second sample time series and a second input time series each of L data are received (S4), an estimateθ<SB>N+L</SB>of the parameter in the case of the application to the ARX model of a third sample time series and a third input time series each of N+L data is calculated by approximate calculation usingθ<SB>N</SB>(S8), and the state of the monitored object is determined according to the valueθ<SB>N+L</SB>(S10). <P>COPYRIGHT: (C)2005,JPO&NCIPI</p> |