Recursive identification for EIV ARMAX systems
文献类型：期刊论文
| 作者 | Chen HanFu
|
| 刊名 | SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES
 |
| 出版日期 | 2009-11-01 |
| 卷号 | 52期号:11页码:1964-1972 |
| 关键词 | multivariate ARMAX errors-in-variables recursive identification convergence |
| ISSN号 | 1009-2757 |
| DOI | 10.1007/s11432-009-0195-5 |
| 英文摘要 | The input u(k) and output y(k) of the multivariate ARMAX system A(z)y(k) = B(z)u(k) + C(z)w(k) are observed with noises: u(k)(ob) (Delta) double under bar u(k) + epsilon(u)(k) and y(k)(ob) (Delta) double under bar y(k) + epsilon(y)(k), where epsilon(u)(k) and epsilon(y)(k) denote the observation noises. Such kind of systems are called errors-in-variables (EIV) systems. In the paper, recursive algorithms based on observations are proposed for estimating coefficients of A(z), B(z), C(z), and the covariance matrix R(w) of w(k) without requiring higher than the second order statistics. The algorithms are convenient for computation and are proved to converge to the system coefficients under reasonable conditions. An illustrative example is provided, and the simulation results are shown to be consistent with the theoretical analysis. |
| 语种 | 英语 |
| WOS记录号 | WOS:000272033000003 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/8445]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Chen HanFu |
| 作者单位 | Chinese Acad Sci, Key Lab Syst & Control, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen HanFu. Recursive identification for EIV ARMAX systems[J]. SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES,2009,52(11):1964-1972. |
| APA | Chen HanFu.(2009).Recursive identification for EIV ARMAX systems.SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES,52(11),1964-1972. |
| MLA | Chen HanFu."Recursive identification for EIV ARMAX systems".SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES 52.11(2009):1964-1972. |
入库方式： OAI收割
来源：数学与系统科学研究院
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