On-Line Recursive System Identification by Multidimensional Autoregressive Model
نویسندگان
چکیده
منابع مشابه
Recursive Subspace Model Identification Based On Vector Autoregressive Modelling
Recursive subspace model identification (RSMI) has been developed for a decade. Most of RSMIs are only applied for open loop data. In this paper, we propose a new recursive subspace model identification which can be applied under open loop and closed loop data. The key technique of this derivation of the proposed algorithm is to bring the Vector Auto Regressive with eXogenous input (VARX) model...
متن کاملIdentification of a Vehicle Full-scale Crash Viscoelastic System by Recursive Autoregressive Moving Average Models
This paper presents a methodology to create a recursive autoregressive model capable of estimating modal parameters of the recorded crash pulse which can be further used as parameters characterizing a physical model (spring-massdamper model). Such a viscoelastic system with nonlinear parameters estimated by RARMAX model yields results which closely follow the reference vehicle’s kinematics. Thi...
متن کاملRecursive System Identification by Stochastic Approximation
The convergence theorems for the stochastic approximation (SA) algorithm with expanding truncations are first presented, which the system identification methods discussed in the paper are essentially based on. Then, the recursive identification algorithms are respectively defined for the multivariate errors-in-variables systems, Hammerstein systems, and Wiener systems. All estimates given in th...
متن کاملApproximate Recursive Identification of Autoregressive Systems with Skewed Innovations
We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximation of the model with a multivariate normal prior for the model coefficients, multivariate skew-normally distributed innovations, and matrix-variatenormal–inverse-Wishart prior for the parameters of the innovation distr...
متن کاملRecursive System Identification
In this paper a recursive instrumental variable (IV) based subspace identiication algorithm is proposed. The basic idea of the algorithm is to utilize the close relationship with sensor array signal processing. Utilizing this relationship, an IV based subspace tracking algorithm originally developed for direction of arrival tracking is applied to track the subspace spanned by the observability ...
متن کاملذخیره 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: Transactions of the Society of Instrument and Control Engineers
سال: 1977
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.13.14