DocumentCode
2099411
Title
Parameter estimation in jump linear discrete systems
Author
Jiang, J.
Author_Institution
Dept. of Decision Sci., Nat. Univ. of Singapore, Singapore
fYear
1993
fDate
15-17 Dec 1993
Firstpage
274
Abstract
We propose a new approach to identify the parameters in a linear discrete dynamic system subject to abrupt random state changes. The parameter estimation of the system is formulated as an optimization problem. The identification algorithms comprising state regime classification and parameter estimation are developed. Due to the combinatorial nature of the problem, two heuristic iterative algorithms that ensure the decrease of the objective functions are then proposed
Keywords
discrete systems; iterative methods; linear systems; optimisation; parameter estimation; stochastic systems; abrupt random state changes; heuristic iterative algorithms; identification; jump linear discrete systems; objective functions; optimization; parameter estimation; Difference equations; Estimation error; Heuristic algorithms; Least squares approximation; Linear systems; Parameter estimation; Recursive estimation; Robustness; Solid modeling; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325147
Filename
325147
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