Efficient System Identification of Heterogeneous Distributed Systems via a Structure Exploiting Extended Kalman Filter

Rice J. K.; Verhaegen M.

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Efficient System Identification of Heterogeneous Distributed Systems via a Structure Exploiting Extended Kalman Filter

机译：利用扩展卡尔曼滤波的结构有效识别异构系统

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We consider the problem of computationally efficient system identification of spatially heterogeneous distributed systems. We show how to parametrize distributed interconnected system models such that an extended Kalman Filter can be used for parameter estimation (system identification) in linear computational complexity with respect to the number of subsystems. Furthermore, the identified model will preserve the special sequentially-semi separable (SSS) structure, allowing for the use of efficient structured controller synthesis routines.

机译：我们考虑空间异构系统的计算有效系统识别问题。我们展示了如何对分布式互连系统模型进行参数化，以便可以将扩展的卡尔曼滤波器用于相对于子系统数量的线性计算复杂性中的参数估计（系统识别）。此外，所识别的模型将保留特殊的顺序半可分离（SSS）结构，从而允许使用有效的结构化控制器综合例程。

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《Automatic Control, IEEE Transactions on》 |2011年第7期|p.1713-1718|共6页
作者
Rice J. K.; Verhaegen M.;
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Delft Center for Systems and Control, Delft University,;

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正文语种 eng
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Special sequentially-semi separable (SSS) structure;

机译：特殊的顺序半分离（SSS）结构;

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3. Distributed adaptive high‐gain extended Kalman filtering for nonlinear systems [J] . Rashedi M., Liu J., Huang B. International Journal of Robust and Nonlinear Control . 2017,第18期

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4. Design of adaptive reconfigurable control systems using extended Kalman filter-based system identification and eigenstructure assignments [C] . Xudong Wang, Vassilis L. Syrmos Conference on Modeling, Signal Processing, and Control; 20040315-20040318; San Diego,CA; US . 2004

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5. An efficient extended Kalman filter algorithm and its application to systems having large delays in some measurements. [D] . Myers, Mary Annette. 1991

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6. Globally Optimal Distributed Kalman Filtering for Multisensor Systems with Unknown Inputs [O] . Yali Ruan, Yingting Luo, Yunmin Zhu 2018

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7. Extending the Kalman filter for structured identification of linear and nonlinear systems [O] . Best Matt C., Bogdanski Karol 2016

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Efficient System Identification of Heterogeneous Distributed Systems via a Structure Exploiting Extended Kalman Filter

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