On- and off-line identification of linear state-space models

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

System Identification of Linear Parameter Varying State-space Models

This chapter examines the estimation of multivariable linear models for which the parameters vary in a time-varying manner that depends in an affine fashion on a known or otherwise measured signal. These locally linear models which depend on a measurable operating point are known as linear parameter varying (LPV) models. The contribution here relative to previous work on the topic is that in th...

متن کامل

A QSVD1 approach to on- and off-line state-space identification

In an earlier paper (Moonen et al. 1989), an identification scheme has been presented, for computing state space models for multivariable linear time-invariant systems making use of (possibly noisy) input-output measurements only. This procedure is heavily based on the singular value decomposition (SVD), a numerical technique known to be very robust and accurate when dealing with noisy data. Ma...

متن کامل

Recursive subspace identification of linear and non-linear Wiener state-space models

The problem of MIMO recursive identiication is considered and analyzed within the framework of subspace-based state space system identiication (4SID). With respect to previous contributions to this area, in this paper the use of recent signal processing algorithms for the recursive update of the SVD is proposed. To accommodate for arbitrary correlation of the disturbances, an instrumental varia...

متن کامل

System identification of nonlinear state-space models

This paper is concerned with the parameter estimation of a general class of nonlinear dynamic systems in state-space form. More specifically, a Maximum Likelihood (ML) framework is employed and an Expectation Maximisation (EM) algorithm is derived to compute these ML estimates. The Expectation (E) step involves solving a nonlinear state estimation problem, where the smoothed estimates of the st...

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: International Journal of Control

سال: 1989

ISSN: 0020-7179

DOI: 10.1080/00207178908961241