New Approach to Recursive Identification for ARMAX Systems
文献类型：期刊论文
| 作者 | Chen, Han-Fu
|
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2010-04-01 |
| 卷号 | 55期号:4页码:868-879 |
| 关键词 | ARMAX identification convergence recursive estimation stochastic approximation |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2010.2041997 |
| 英文摘要 | For the multivariate ARMAX system A(z)y(k) = B(z)u(k-1) + C(z)w(k) recursive algorithms are proposed for estimating coefficients of A(z), B(z), and C(z) and the covariance matrix R-w of w(k), assuming that the orders of A(z), B(z), and C(z) are known and the control u(k) can be arbitrarily chosen. The new method consists in on-line solving the algebraic equations associated with ARMAX on the basis of observed data. The algorithms are easily computable, and the almost sure convergence of the algorithms is proved under reasonable conditions. |
| 语种 | 英语 |
| WOS记录号 | WOS:000276251300005 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/11006]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Chen, Han-Fu |
| 作者单位 | Chinese Acad Sci, Key Lab Syst & Control, Inst Syst Sci, AMSS, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Han-Fu. New Approach to Recursive Identification for ARMAX Systems[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2010,55(4):868-879. |
| APA | Chen, Han-Fu.(2010).New Approach to Recursive Identification for ARMAX Systems.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,55(4),868-879. |
| MLA | Chen, Han-Fu."New Approach to Recursive Identification for ARMAX Systems".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 55.4(2010):868-879. |
入库方式： OAI收割
来源：数学与系统科学研究院
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