๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Recursive system identification in the presence of noise and model uncertainties

โœ Scribed by Er-Wei Bai; Roberto Tempo; Krishan Nagpal

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
402 KB
Volume
32
Category
Article
ISSN
0167-6911

No coin nor oath required. For personal study only.

โœฆ Synopsis

The main contribution of this paper is a recursive algorithm for parametric system identification in the presence of both noise and model uncertainties. The estimates provided by this algorithm are not invalidated, after a learning period, by the observed input-output data and the assumed system and uncertainty structures. A complementary off-line algorithm derived from the on-line algorithm is also presented.

๐Ÿ“œ SIMILAR VOLUMES

Identification of stochastic time lag sy
Identification of stochastic time lag systems in the presence of colored noise
โœ Wei-Xing Zheng; Chun-Bo Feng ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 850 KB

Some important extensions are made via time series analysis so that the time delay can be estimated accurately by the use of correlation analysis, even when the input to the identified plant is a common stationary signal and is correlated with the process noise.