Identification of a class of stochastic bilinear systems†
作者:
YONG-GUANG ZHANG,
期刊:
International Journal of Control
(Taylor Available online 1983)
卷期:
Volume 38,
issue 5
页码: 991-1002
ISSN:0020-7179
年代: 1983
DOI:10.1080/00207178308933123
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper considers the identification of a class of stochastic bilinear systems in which the transfer matrix in state equation is the sum of a constant matrixAand a random matrixS(i), and observation equation is linear. Estimations of covariance matrices of the random disturbances, including the state noise, observation noise and random part in transfer matrix, associated with this system are also presented. Strong consistency of the estimations is also established.
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