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In this paper, we consider the filtering problem of an optical parametricoscillator (OPO). The OPO pump power may fluctuate due to environmentaldisturbances, resulting in uncertainty in the system modeling. Thus, both thestate and the unknown parameter may need to be estimated simultaneously. Weformulate this problem using a state-space representation of the OPO dynamics.Under the assumption of Gaussianity and proper constraints, the dual Kalmanfilter method and the joint extended Kalman filter method are employed tosimultaneously estimate the system state and the pump power. Numerical examplesdemonstrate the effectiveness of the proposed algorithms.

Simultaneous estimation of parameters and the state of an optical parametric oscillator system