Identification of a discrete-time dynamical system

Pachter M.; Reynolds O.R.

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Identification of a discrete-time dynamical system

机译：离散时间动力系统的辨识

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A novel generalized minimum variance (GMV) system identification algorithm is developed, and its performance is gauged against the established generalized least squares (GLS) estimation algorithm. The emphasis of the proposed GMV algorithm is on the rigorous treatment of measurement noise for dynamical system identification. A careful analysis of the measurement situation on hand yields a novel fixed-point calculation-based parameter estimation algorithm. The novel and established algorithms are compared in carefully performed and reproducible experiments which include measurement noise. Differences are apparent under small (measurement) sample operation, whereas under sufficient excitation, the algorithms produce statistically similar results

机译：开发了一种新颖的广义最小方差（GMV）系统识别算法，并针对已建立的广义最小二乘（GLS）估计算法对它的性能进行了评估。提出的GMV算法的重点在于对用于动态系统识别的测量噪声的严格处理。仔细分析手头的测量情况，得出了一种新颖的基于定点计算的参数估计算法。在经过仔细执行且可重现的实验（包括测量噪声）中比较了这种新颖的算法。在小（测量）样本操作下，差异显而易见，而在充分激发下，该算法产生统计上相似的结果

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《IEEE Transactions on Aerospace and Electronic Systems》 |2000年第1期|p.212-225|共14页
作者
Pachter M.; Reynolds O.R.;
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正文语种 eng
中图分类航空;
关键词
Gaussian noise; covariance matrices; discrete time systems; linear systems; parameter estimation; transfer function matrices; Gaussian noise; convergence; covariance matrix; discrete-time dynamical system; dynamical system identification; fixed-point calculation-ba;

机译：高斯噪声;协方差矩阵;离散时间系统;线性系统;参数估计;传递函数矩阵;高斯噪声;收敛;协方差矩阵;离散时间动力系统;动力学系统辨识;不动点计算;

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4. Identification of nonlinear discrete-time multivariable dynamical systems by RBF neural networks [C] . Shaohua Tan, Jianbin Hao . 1994

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5. MEASUREMENT AND ANALYSIS OF STRUCTURAL VIBRATIONS (DISCRETE-TIME, NON-STATIONARY, AMBIENT, SYSTEM IDENTIFICATION, DYNAMIC RESPONSE) [D] . SOTOUDEH, VAHID. 1986

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7. DIGITAL CONTROL SYSTEMS IMPLEMENTATION TECHNIQUES, VOLUME 70 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 390 pp., ISBN 0-12-0127702, $99.00 DISCRETE-TIME CONTROL SYSTEM ANALYSIS AND DESIGN, VOLUME 71 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 410 pp., ISBN 0-12-0127715, $99.00 DISCRETE-TIME CONTROL SYSTEM IMPLEMENTATION TECHNIQUES, VOLUME 72 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 388 pp., ISBN 0-12-0127725, $99.00 TECHNIQUES IN DISCRETE-TIME STOCHASTIC CONTROL SYSTEMS, VOLUME 73 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 380 pp., ISBN 0-12-0127734, $99.00 TECHNIQUES IN DISCRETE AND CONTINUOUS ROBUST SYSTEMS, VOLUME 74 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 412 pp., ISBN 0-12-0127741, $99.00 [O] . D. SUBBARAM NAIDU 1997

机译：数字控制系统的实施技术，控制和动态系统的第70卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,390 PP，ISBN 0-12-0127702，99.00美元离散时间控制系统分析和设计，控制和动态系统的第71卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,410 PP，ISBN 0-12-0127715，99.00美元离散时间控制系统实现技术，控制和动态系统的第72卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,388 pp，ISBN 0-12-0127725，99.00美元的离散 - 时间随机控制系统，控制和动态系统的VOLUME 73：前进，理论与应用，C Leondes（ED），学术出版社，圣地亚哥，1995年，380页，ISBN 0-12-0127734，在离散和$ 99.00技术。连续稳健的系统，控制和动态系统的第74卷：理论和应用的进步，C. leondes（ed），学术出版社，圣地亚哥，1995,412 pp。，ISBN 0-12-0127741，99.00美元

Identification of a discrete-time dynamical system

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