首页 | 本学科首页   官方微博 | 高级检索  
     


Recursive estimation of the parameters of linear multivariable systems
Authors:NK Sinha  YH Kwong
Affiliation:1. Group on Simulation, Optimization & Control, Faculty of Engineering, McMaster University, Hamilton, Ontario, Canada L8S 4L7;2. Y. H. Kwong, Algoma Steel Company, Sault Ste. Marie, Ontario, Canada
Abstract:A recursive algorithm is proposed for the identification of linear multivariable systems. Utilization of a canonical state space model minimizes the number of parameters to be estimated. The problem of identification in the presence of noise is solved by using a recursive generalized least-squares method.
Keywords:Discrete-time systems  identification  least squares approximations  linear systems  parameter estimation  sampled data systems  state-space methods
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号