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Author: Arunabha Bagchi
Publisher:
ISBN:
Category : Electronic noise
Languages : en
Pages : 82
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Book Description
The present dissertation is a study of identifying parameters of a continuous-time dynamical system with noisy observation and with or without noise in the state of the system. In identifying parameters of a continuous-time dynamical system, the difficulty arises when the observation noise covariance is unknown. The present paper solves this problem in the case of a linear time invariant system with white noise affecting additively both the state and the observation. Likelihood functional cannot be obtained when the observation noise covariance is unknown. A similar procedure, however, works and the estimates are obtained by finding roots of an appropriate functional. It is shown that the estimates obtained are weakly consistent. In the special case of no noise in the state, it is further shown that similar procedure yields estimates that are strongly consistent. Consistency is proved under certain sufficient condition called the 'Identifiability Condition'. This condition is studied in detail and computational algorithm for determining the estimates is discussed.
Author: Arunabha Bagchi
Publisher:
ISBN:
Category : Electronic noise
Languages : en
Pages : 82
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Book Description
The present dissertation is a study of identifying parameters of a continuous-time dynamical system with noisy observation and with or without noise in the state of the system. In identifying parameters of a continuous-time dynamical system, the difficulty arises when the observation noise covariance is unknown. The present paper solves this problem in the case of a linear time invariant system with white noise affecting additively both the state and the observation. Likelihood functional cannot be obtained when the observation noise covariance is unknown. A similar procedure, however, works and the estimates are obtained by finding roots of an appropriate functional. It is shown that the estimates obtained are weakly consistent. In the special case of no noise in the state, it is further shown that similar procedure yields estimates that are strongly consistent. Consistency is proved under certain sufficient condition called the 'Identifiability Condition'. This condition is studied in detail and computational algorithm for determining the estimates is discussed.
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 464
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Author: Wai Lin Tsang
Publisher:
ISBN:
Category : Discrete-time systems
Languages : en
Pages : 460
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Author:
Publisher:
ISBN:
Category : Computer engineering
Languages : en
Pages : 924
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Book Description
Author: N.K. Sinha
Publisher: Springer Science & Business Media
ISBN: 9780792313366
Category : Technology & Engineering
Languages : en
Pages : 670
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Book Description
In view of the importance of system identification, the International Federation of Automatic Control (IFAC) and the International Federation of Operational Research Societies (IFORS) hold symposia on this topic every three years. Interest in continuous time approaches to system identification has been growing in recent years. This is evident from the fact that the of invited sessions on continuous time systems has increased from one in the 8th number Symposium that was held in Beijing in 1988 to three in the 9th Symposium in Budapest in 1991. It was during the 8th Symposium in August 1988 that the idea of bringing together important results on the topic of Identification of continuous time systems was conceived. Several distinguished colleagues, who were with us in Beijing at that time, encouraged us by promising on the spot to contribute to a comprehensive volume of collective work. Subsequently, we contacted colleagues all over the world, known for their work in this area, with a formal request to contribute to the proposed volume. The response was prompt and overwhelmingly encouraging. We sincerely thank all the authors for their valuable contributions covering various aspects of identification of continuous time systems.
Author:
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ISBN:
Category :
Languages : en
Pages : 42
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Author: Rolf Isermann
Publisher: Springer
ISBN: 9783540871552
Category : Technology & Engineering
Languages : en
Pages : 705
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Book Description
Precise dynamic models of processes are required for many applications, ranging from control engineering to the natural sciences and economics. Frequently, such precise models cannot be derived using theoretical considerations alone. Therefore, they must be determined experimentally. This book treats the determination of dynamic models based on measurements taken at the process, which is known as system identification or process identification. Both offline and online methods are presented, i.e. methods that post-process the measured data as well as methods that provide models during the measurement. The book is theory-oriented and application-oriented and most methods covered have been used successfully in practical applications for many different processes. Illustrative examples in this book with real measured data range from hydraulic and electric actuators up to combustion engines. Real experimental data is also provided on the Springer webpage, allowing readers to gather their first experience with the methods presented in this book. Among others, the book covers the following subjects: determination of the non-parametric frequency response, (fast) Fourier transform, correlation analysis, parameter estimation with a focus on the method of Least Squares and modifications, identification of time-variant processes, identification in closed-loop, identification of continuous time processes, and subspace methods. Some methods for nonlinear system identification are also considered, such as the Extended Kalman filter and neural networks. The different methods are compared by using a real three-mass oscillator process, a model of a drive train. For many identification methods, hints for the practical implementation and application are provided. The book is intended to meet the needs of students and practicing engineers working in research and development, design and manufacturing.
Author:
Publisher:
ISBN:
Category : Mechanics, Applied
Languages : en
Pages : 620
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Author: International Federation of Automatic Control
Publisher:
ISBN:
Category : Automatic control
Languages : en
Pages : 828
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Book Description
Author:
Publisher:
ISBN:
Category : Government reports announcements & index
Languages : en
Pages : 882
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