Modelling and Parameter Estimation of Dynamic Systems

Modelling and Parameter Estimation of Dynamic Systems PDF Author: J.R. Raol
Publisher: IET
ISBN: 0863413633
Category : Mathematics
Languages : en
Pages : 405

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Book Description
This book presents a detailed examination of the estimation techniques and modeling problems. The theory is furnished with several illustrations and computer programs to promote better understanding of system modeling and parameter estimation.

Modelling and Parameter Estimation of Dynamic Systems

Modelling and Parameter Estimation of Dynamic Systems PDF Author: J.R. Raol
Publisher: IET
ISBN: 0863413633
Category : Mathematics
Languages : en
Pages : 405

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Book Description
This book presents a detailed examination of the estimation techniques and modeling problems. The theory is furnished with several illustrations and computer programs to promote better understanding of system modeling and parameter estimation.

Identification of Dynamic Systems

Identification of Dynamic Systems PDF Author: Rolf Isermann
Publisher: Springer Science & Business Media
ISBN: 3540788794
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.

PARAMETER ESTIMATION IN DYNAMIC SYSTEMS.

PARAMETER ESTIMATION IN DYNAMIC SYSTEMS. PDF Author: David Burke Bartus
Publisher:
ISBN:
Category :
Languages : en
Pages : 423

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Book Description
solution of model equations.

Dynamic Systems Models

Dynamic Systems Models PDF Author: Josif A. Boguslavskiy
Publisher: Springer
ISBN: 3319040367
Category : Science
Languages : en
Pages : 201

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Book Description
This monograph is an exposition of a novel method for solving inverse problems, a method of parameter estimation for time series data collected from simulations of real experiments. These time series might be generated by measuring the dynamics of aircraft in flight, by the function of a hidden Markov model used in bioinformatics or speech recognition or when analyzing the dynamics of asset pricing provided by the nonlinear models of financial mathematics. Dynamic Systems Models demonstrates the use of algorithms based on polynomial approximation which have weaker requirements than already-popular iterative methods. Specifically, they do not require a first approximation of a root vector and they allow non-differentiable elements in the vector functions being approximated. The text covers all the points necessary for the understanding and use of polynomial approximation from the mathematical fundamentals, through algorithm development to the application of the method in, for instance, aeroplane flight dynamics or biological sequence analysis. The technical material is illustrated by the use of worked examples and methods for training the algorithms are included. Dynamic Systems Models provides researchers in aerospatial engineering, bioinformatics and financial mathematics (as well as computer scientists interested in any of these fields) with a reliable and effective numerical method for nonlinear estimation and solving boundary problems when carrying out control design. It will also be of interest to academic researchers studying inverse problems and their solution.

Optimal Estimation of Dynamic Systems

Optimal Estimation of Dynamic Systems PDF Author: John L. Crassidis
Publisher: CRC Press
ISBN: 0203509129
Category : Mathematics
Languages : en
Pages : 606

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Book Description
Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv

Parameter Estimation in Nonlinear Dynamic Systems

Parameter Estimation in Nonlinear Dynamic Systems PDF Author: W. J. H. Stortelder
Publisher:
ISBN:
Category : Differentiable dynamical systems
Languages : en
Pages : 196

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Book Description


Modelling and Identification of Dynamic Systems

Modelling and Identification of Dynamic Systems PDF Author: N.K. Sinha
Publisher: Springer
ISBN: 0442281625
Category : Computers
Languages : en
Pages : 334

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Book Description


Optimal Estimation of Dynamic Systems, Second Edition

Optimal Estimation of Dynamic Systems, Second Edition PDF Author: John L. Crassidis
Publisher: CRC Press
ISBN: 1439839859
Category : Mathematics
Languages : en
Pages : 752

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Book Description
Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB® codes for the examples are available on the book’s website. New to the Second Edition With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new theoretical results, an entirely new chapter on advanced sequential state estimation, and additional examples and exercises. An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, the book introduces the fundamentals of estimation and helps newcomers to understand the relationships between the estimation and modeling of dynamical systems. It also illustrates the application of the theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking.

Identification of Continuous-Time Systems

Identification of Continuous-Time Systems PDF Author: Allamaraju Subrahmanyam
Publisher: CRC Press
ISBN: 1000732908
Category : Technology & Engineering
Languages : en
Pages : 94

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Book Description
Models of dynamical systems are required for various purposes in the field of systems and control. The models are handled either in discrete time (DT) or in continuous time (CT). Physical systems give rise to models only in CT because they are based on physical laws which are invariably in CT. In system identification, indirect methods provide DT models which are then converted into CT. Methods of directly identifying CT models are preferred to the indirect methods for various reasons. The direct methods involve a primary stage of signal processing, followed by a secondary stage of parameter estimation. In the primary stage, the measured signals are processed by a general linear dynamic operation—computational or realized through prefilters, to preserve the system parameters in their native CT form—and the literature is rich on this aspect. In this book: Identification of Continuous-Time Systems-Linear and Robust Parameter Estimation, Allamaraju Subrahmanyam and Ganti Prasada Rao consider CT system models that are linear in their unknown parameters and propose robust methods of estimation. This book complements the existing literature on the identification of CT systems by enhancing the secondary stage through linear and robust estimation. In this book, the authors provide an overview of CT system identification, consider Markov-parameter models and time-moment models as simple linear-in-parameters models for CT system identification, bring them into mainstream model parameterization via basis functions, present a methodology to robustify the recursive least squares algorithm for parameter estimation of linear regression models, suggest a simple off-line error quantification scheme to show that it is possible to quantify error even in the absence of informative priors, and indicate some directions for further research. This modest volume is intended to be a useful addition to the literature on identifying CT systems.

Modeling, Identification and Simulation of Dynamical Systems

Modeling, Identification and Simulation of Dynamical Systems PDF Author: P. P. J. van den Bosch
Publisher: CRC Press
ISBN: 0429605927
Category : Mathematics
Languages : en
Pages : 212

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Book Description
This book gives an in-depth introduction to the areas of modeling, identification, simulation, and optimization. These scientific topics play an increasingly dominant part in many engineering areas such as electrotechnology, mechanical engineering, aerospace, and physics. This book represents a unique and concise treatment of the mutual interactions among these topics. Techniques for solving general nonlinear optimization problems as they arise in identification and many synthesis and design methods are detailed. The main points in deriving mathematical models via prior knowledge concerning the physics describing a system are emphasized. Several chapters discuss the identification of black-box models. Simulation is introduced as a numerical tool for calculating time responses of almost any mathematical model. The last chapter covers optimization, a generally applicable tool for formulating and solving many engineering problems.