D-optimum parameters estimation of models of stochastic linear discrete-time systems in frequency domain

Author

Denisov, V.I. ; Chubich, V.M. ; Chernikova, O.S.

Author_Institution

Dept. of Appl. Math. & Comput. Sci., Novosibirsk State Tech. Univ., Russia

fYear

2005

fDate

26 June-2 July 2005

Firstpage

57

Lastpage

60

Abstract

The procedure of optimum parametrical estimation, taking into account various levels of parametrical a priori uncertainty is presented. The results are given for the case when the parameters estimated are included in various combinations in the state, control, noise and measurement matrices, initial conditions and covariance matrices of dynamic noise and measurement errors.

Keywords

covariance matrices; discrete time systems; frequency-domain analysis; linear systems; optimal control; parameter estimation; stochastic systems; uncertain systems; D-optimum parameter estimation; covariance matrices; dynamic noise; frequency domain analysis; measurement errors; parametrical a priori uncertainty; stochastic linear discrete-time systems; Automatic control; Computer science; Covariance matrix; Frequency domain analysis; Mathematics; Operating systems; Parameter estimation; Signal synthesis; State estimation; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Science and Technology, 2005. KORUS 2005. Proceedings. The 9th Russian-Korean International Symposium on

Print_ISBN

0-7803-8943-3

Type

conf

DOI

10.1109/KORUS.2005.1507643

Filename

1507643