An identification algorithm for linear stochastic systems with time delays†
作者:
CORNELIUST. LEONDES,
EDWARDC. WONG,
期刊:
International Journal of Control
(Taylor Available online 1982)
卷期:
Volume 36,
issue 3
页码: 445-459
ISSN:0020-7179
年代: 1982
DOI:10.1080/00207178208932907
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Linear discrete stochastic control systems containing unknown multiple time delays, plant parameters and noise variances are considered. An algorithm is established which uses the maximum-likelihood technique to identify the unknown parameters. An estimated likelihood function is evaluated based on the previous parameter estimates, which in turn generates a new descent direction vector to update the unknown parameters. The delays and plant parameters are identified in their respective parameter spaces. An example of a second-order stochastic system has been implemented by digital simulation to demonstrate the applicability of the algorithm.
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