• DocumentCode
    3036803
  • Title

    An approach to recursive identification of abruptly changing systems

  • Author

    Millnert, M.

  • Author_Institution
    Link??ping University, Link??ping, Sweden
  • fYear
    1980
  • fDate
    10-12 Dec. 1980
  • Firstpage
    1026
  • Lastpage
    1031
  • Abstract
    A way to model systems with abruptly changing dynamics is suggested. The parameters of the system are described as realizations of a finite-state Markov chain. It is further discussed how to perform recursive parameter identification for this type of system. A crucial part in the identification algorithm is to estimate the present state of the Markov chain. The effects of some typical rules to do this estimation are examined. Also a procedure which reduces the need for a priori information is given.
  • Keywords
    Control systems; Numerical simulation; PROM; Parameter estimation; State estimation; Stochastic processes; Stochastic systems; Time measurement; Time varying systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
  • Conference_Location
    Albuquerque, NM, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1980.271957
  • Filename
    4046823
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3036803