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                                       Details for article 8 of 8 found articles
 
 
  Stable identification scheme for linear discrete-time systems
 
 
Title: Stable identification scheme for linear discrete-time systems
Author: Konishi, Katsunobu
Inouchi, Kōji
Yoshimura, Toshio
Soeda, Takashi
Appeared in: International journal of systems science
Paging: Volume 11 (1980) nr. 11 pages 1265-1278
Year: 1980
Contents: This paper is concerned with the problem of identifying parameters in stochastic systems described by single-input single-output linear discrete-time equations. A stable estimation error system is developed by using the extended Kalman filter technique and the concept of strictly positive real transfer function. The identifier corresponding to the estimation error system is constructed, and the convergence of parameter estimates to the exact values is proved under some bounded conditions. It is shown that the recursive maximum likelihood identifier and the recursive extended least squares identifier are obtained by neglecting the correction terms in the proposed identifier. Numerical examples for a fourth-order system are presented to illustrate the effectiveness of the proposed method.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 8 of 8 found articles
 
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