ORTHOGONAL PARAMETER-ESTIMATION ALGORITHM FOR NON-LINEAR STOCHASTIC-SYSTEMS

被引：255

作者：

KORENBERG, M ^{[1
]}

BILLINGS, SA ^{[1
]}

LIU, YP ^{[1
]}

MCILROY, PJ ^{[1
]}

机构：

[1] UNIV SHEFFIELD,DEPT CONTROL ENGN,SHEFFIELD S10 2TN,S YORKSHIRE,ENGLAND

来源：

INTERNATIONAL JOURNAL OF CONTROL | 1988年 / 48卷 / 01期

关键词：

CONTROL SYSTEMS; NONLINEAR - Estimation - MATHEMATICAL TECHNIQUES - Algorithms;

D O I：

10.1080/00207178808906169

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An orthogonal parameter estimation algorithm is derived which allows each parameter in a linear-in-the-parameters nonlinear difference equation model to be estimated sequentially and independently of the other parameters in the model. The algorithm can be applied for any persistently exciting input and provides both unbiased estimates in the presence of correlated noise and an indication of which terms to include in the model. Several simulated examples are included to demonstrate the effectiveness of the algorithm.

引用

页码：193 / 210

页数：18

共 16 条

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BILLINGS, SA
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BILLINGS, SA
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[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1988, 19 (08) : 1559 - 1568
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[10] INPUT OUTPUT PARAMETRIC MODELS FOR NON-LINEAR SYSTEMS .1. DETERMINISTIC NON-LINEAR SYSTEMS
LEONTARITIS, IJ
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[J]. INTERNATIONAL JOURNAL OF CONTROL, 1985, 41 (02) : 303 - 328

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