DocumentCode
3301682
Title
Bounded characteristics of wavelet based SDP models
Author
Truong, Nguyen-Vu ; Wang, Liuping
Author_Institution
Sch. of Electr. & Comput. Eng., RMIT Univ., Melbourne, VIC, Australia
fYear
2009
fDate
15-18 Dec. 2009
Firstpage
6780
Lastpage
6785
Abstract
In our recent work, an efficient nonlinear system identification approach using wavelet based State Dependent Parameter (WSDP) models has been proposed and investigated. This model has some unique properties which are very useful for the investigation of its bounded characteristics. This paper presents results on the bounded characteristics of WSDP models. These results reveal the clear relationship between the model´s parameters and the boundedness of a WSDP model, providing important insight to the analysis of the BIBO stability of this class of nonlinear models. To validate and illustrate the developed theoretical results, an extensive Monte Carlo (MC) simulation example is provided.
Keywords
MIMO systems; nonlinear systems; stability; state estimation; wavelet transforms; BIBO stability; Monte Carlo simulation; nonlinear system identification approach; wavelet based state dependent parameter models; Maximum likelihood estimation; Monte Carlo methods; Nonlinear systems; Parameter estimation; Recursive estimation; Shape; Smoothing methods; Stability analysis; State estimation; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location
Shanghai
ISSN
0191-2216
Print_ISBN
978-1-4244-3871-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2009.5399973
Filename
5399973
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