An algorithm is proposed for suboptimal control of linear multivariable systems with unknown parameters and output noise covariances. This algorithm is based on the idea of explicitly separating the functions of identification, estimation and control. The parameters and states of the system are esti
Recursive estimation of the parameters of linear multivariable systems
β Scribed by N.K. Sinha; Y.H. Kwong
- Publisher
- Elsevier Science
- Year
- 1979
- Tongue
- English
- Weight
- 346 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0005-1098
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β¦ Synopsis
A recurslve algorithm is proposed for the identification of linear multwarmble systems Utdlzatlon of a canomcal state space model minimizes the number of parameters to be estimated The problem of tdentlficatlon in the presence of noise Is solved by using a recurslve generahzed least-squares method
π SIMILAR VOLUMES
This paper is concerned with the computation of transfer function matrices of linear multivariable systems described by their state-space equations. The algorithm proposed here performs orthogonal similarity transformations to find the minimal order subsystem corresponding to each input-output pair