Prediction Error Method Identification is an Eigenvalue Problem

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

An unusual eigenvalue problem

We discuss an eigenvalue problem which arises in the studies of asymptotic stability of a self-similar attractor in the sigma model. This problem is rather unusual from the viewpoint of the spectral theory of linear operators and requires special methods to solve it. One of such methods based on continued fractions is presented in detail and applied to determine the eigenvalues.

متن کامل

An Arnoldi like method for the delay eigenvalue problem

The method called Arnoldi is currently a very popular method to solve largescale eigenvalue problems. The general purpose of this paper is to generalize Arnoldi to the characteristic equation of a delay-differential equation (DDE), here called a delay eigenvalue problem. The DDE can equivalently be expressed with a linear infinite dimensional operator which eigenvalues are the solutions to the ...

متن کامل

MPC-Relevant Prediction-Error Identification

A Prediction-error-method tailored for model based predictive control is presented. The prediction-error method studied are based on predictions using the Kalman filter and Kalman predictors for a linear discrete-time stochastic state space model. The linear discrete-time stochastic state space model is realized from a continuous-discrete-time linear stochastic system specified using transfer f...

متن کامل

A Cascadic Multigrid Method for Eigenvalue Problem

A cascadic multigrid method is proposed for eigenvalue problems based on the multilevel correction scheme. With this new scheme, an eigenvalue problem on the finest space can be solved by linear smoothing steps on a series of multilevel finite element spaces and nonlinear correcting steps on special coarsest spaces. Once the sequence of finite element spaces and the number of smoothing steps ar...

متن کامل

A Posteriori Error Estimates for the Steklov Eigenvalue Problem

In this paper we introduce and analyze an a posteriori error estimator for the linear finite element approximations of the Steklov eigenvalue problem. We define an error estimator of the residual type which can be computed locally from the approximate eigenpair and we prove that, up to higher order terms, the estimator is equivalent to the energy norm of the error. Finally, we prove that the vo...

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: IFAC Proceedings Volumes

سال: 2012

ISSN: 1474-6670

DOI: 10.3182/20120711-3-be-2027.00132