Functional series modeling approach to identification of nonstationary stochastic systems

Author

Niedzwiecki, Maciej

Author_Institution

Dept. of Eng., Res. Sch. of Phys. Sci., Australian Nat. Univ., Canberra, ACT

Volume

33

Issue

10

fYear

1988

fDate

10/1/1988 12:00:00 AM

Firstpage

955

Lastpage

961

Abstract

The problem of identification of a nonstationary stochastic system is considered, and an estimation method based on the functional series modeling (FSM) of the system parameter trajectory is proposed for its solution. It is shown that the parameter-matching properties of FSM estimators can be described in terms of the appropriately defined (time-varying) impulse and frequency responses. It is suggested and verified by means of computer simulation that the averaged frequency characteristics associated with FSM estimators can yield useful information about their parameter-matching abilities

Keywords

frequency response; identification; parameter estimation; stochastic systems; frequency responses; functional series modeling; identification; impulse response; nonstationary stochastic systems; parameter estimation; parameter-matching; Automatic control; Control systems; Linear feedback control systems; Optimal control; Process control; Robust control; Robust stability; State feedback; Stochastic processes; Stochastic systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.7254

Filename

7254