Fixed-interval smoother in the identification of time-varying dynamics
作者:
M. A. FKIRIN,
期刊:
International Journal of Systems Science
(Taylor Available online 1989)
卷期:
Volume 20,
issue 11
页码: 2267-2273
ISSN:0020-7721
年代: 1989
DOI:10.1080/00207728908910302
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A new application of the Lagrange multipliers, obtained from a fixed-interval smoothing algorithm, for identification is presented. They can be used as indicators of time variation of process dynamics. The algorithm is derived by minimizing a quadratic performance index. Results show the effectiveness of Lagrange multipliers in tracking time variation, when the model is estimated from short records.
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