DocumentCode :
2656617
Title :
Recursive identification for ARMAX systems
Author :
Hanfu, Chen
Author_Institution :
Inst. of Syst. Sci., Chinese Acad. of Sci., Beijing
fYear :
2008
fDate :
16-18 July 2008
Firstpage :
199
Lastpage :
203
Abstract :
For the multivariate ARMAX systems A(z)yk = B(z)uk + C(z)wk the recursive algorithms are proposed for estimating coefficients of A(z),B(z), and C(z) and the covariance matrix Rw of wk, assuming that the upper bounds for the orders of A(z), B(z), and C(z) are available and the control uk is allowed to choose for the identification purpose. The algorithms are easily computable and are proved to converge to the true values under reasonable conditions. The restrictive SPR condition is not used.
Keywords :
covariance matrices; stochastic processes; ARMAX systems; covariance matrix; recursive algorithms; recursive identification; Chromium; Control systems; Convergence; Covariance matrix; Laboratories; Parameter estimation; Recursive estimation; Stochastic processes; Stochastic resonance; Upper bound; ARMAX; Convergence; Recursive identification; Stochastic approximation;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control Conference, 2008. CCC 2008. 27th Chinese
Conference_Location :
Kunming
Print_ISBN :
978-7-900719-70-6
Electronic_ISBN :
978-7-900719-70-6
Type :
conf
DOI :
10.1109/CHICC.2008.4604959
Filename :
4604959
Link To Document :
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