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Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data

文献类型：期刊论文

作者Shao-Xue Jing1,2; Tian-Hong Pan2; Zheng-Ming Li2
刊名International Journal of Automation and Computing
出版日期2018
卷号15期号:3页码:335-344
关键词Parameter estimation discrete time systems Gaussian noise Bayesian algorithm covariance resetting.
ISSN号1476-8186
DOI10.1007/s11633-017-1073-z
英文摘要To identify systems with non-uniformly sampled input data, a recursive Bayesian identification algorithm with covariance resetting is proposed. Using estimated noise transfer function as a dynamic filter, the system with colored noise is transformed into the system with white noise. In order to improve estimates, the estimated noise variance is employed as a weighting factor in the algorithm. Meanwhile, a modified covariance resetting method is also integrated in the proposed algorithm to increase the convergence rate. A numerical example and an industrial example validate the proposed algorithm.
源URL[http://ir.ia.ac.cn/handle/173211/42414]  
专题自动化研究所_学术期刊_International Journal of Automation and Computing
作者单位1.Department of Electrical Engineering, Huaian College of Information and Technology, Huaian 223003, China
2.School of Electrical Information and Engineering, Jiangsu University, Zhenjiang 212013, China
推荐引用方式
GB/T 7714		 Shao-Xue Jing,Tian-Hong Pan,Zheng-Ming Li. Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data[J]. International Journal of Automation and Computing,2018,15(3):335-344.
APA Shao-Xue Jing,Tian-Hong Pan,&Zheng-Ming Li.(2018).Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data.International Journal of Automation and Computing,15(3),335-344.
MLA Shao-Xue Jing,et al."Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data".International Journal of Automation and Computing 15.3(2018):335-344.

入库方式： OAI收割

来源：自动化研究所

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