Title :
Parameter identification method for stochastic continuous system via wavelets
Author :
Chengke, Zhang ; Xingyu, Wang
Author_Institution :
Sch. of Econ. Managemen, Guangdong Univ. of Technol., Guangzhou, China
Abstract :
This paper studies the parameter identification problem of linear and bilinear continuous time stochastic systems based on wavelet approximation theory. The computation formulas of the correlative matrix of wavelet approximation coefficients of the Wiener process are given. Based on these results, the Markov estimation of parameters and its recursion algorithm are presented.
Keywords :
Markov processes; bilinear systems; continuous time systems; linear systems; matrix algebra; parameter estimation; stochastic systems; wavelet transforms; Markov estimation; Wiener process; bilinear continuous time stochastic system; computation formulas; correlative matrix; linear continuous time stochastic system; parameter identification; recursion algorithm; wavelet approximation theory; Approximation methods; Automation; Continuous time systems; Continuous wavelet transforms; Intelligent control; Parameter estimation; Recursive estimation; Stochastic systems; Technology management; Wavelet analysis;
Conference_Titel :
Intelligent Control and Automation, 2002. Proceedings of the 4th World Congress on
Print_ISBN :
0-7803-7268-9
DOI :
10.1109/WCICA.2002.1021451
