Identification of MIMO Discrete Systems with Colored Noise Observation

نویسندگان
چکیده

منابع مشابه

Quantized identification of ARMA systems with colored measurement noise

This paper studies the identification of ARMA systemswith coloredmeasurement noises using finite-level quantized observations. Comparedwith the case under colorless noises, this problem ismore challenging. Our approach is to jointly design an adaptive quantizer and a recursive estimator to identify system parameters. Specifically, the quantizer uses the latest estimate to adjust its thresholds,...

متن کامل

Partial Observation in Distributed Supervisory Control of Discrete-Event Systems

Distributed supervisory control is a method to synthesize local controllers in discrete-eventsystems with a systematic observation of the plant. Some works were reported on extending this methodby which local controllers are constructed so that observation properties are preserved from monolithic todistributed supervisory control, in an up-down approach. In this paper, we find circumstances in ...

متن کامل

RLS Wiener Smoother for Colored Observation Noise with Relation to Innovation Theory in Linear Discrete-Time Stochastic Systems

Abstract— Almost estimators are designed for the white observation noise. In the estimation problems, rather than the white observation noise, there might be actual cases where the observation noise is colored. This paper, from the viewpoint of the innovation theory, based on the recursive least-squares (RLS) Wiener fixed-point smoother and filter for the colored observation noise, newly propos...

متن کامل

Identification and Control of MIMO Systems with State Time Delay (Short Communication)

Time-delay identification is one of the most important parameters in designing controllers. In the cases where the number of inputs and outputs in a system are more than one, this identification is of great concern. In this paper, a novel autocorrelation-based scheme for the state variable time-delay identification for multi-input multi-output (MIMO) system has been presented. This method is ba...

متن کامل

Design of RLS Wiener Smoother and Filter for Colored Observation Noise in Linear Discrete-Time Stochastic Systems

Almost estimators are designed for the white observation noise. In the estimation problems, rather than the white observation noise, there might be actual cases where the observation noise is modeled by the colored noise process. This paper examines to design a new estimation technique of recursive least-squares (RLS) Wiener fixed-point smoother and filter for colored observation noise in linea...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

سال: 2009

ISSN: 2188-4730,2188-4749

DOI: 10.5687/sss.2009.121