Title :
An approach to recursive identification of abruptly changing systems
Author_Institution :
Link??ping University, Link??ping, Sweden
Abstract :
A way to model systems with abruptly changing dynamics is suggested. The parameters of the system are described as realizations of a finite-state Markov chain. It is further discussed how to perform recursive parameter identification for this type of system. A crucial part in the identification algorithm is to estimate the present state of the Markov chain. The effects of some typical rules to do this estimation are examined. Also a procedure which reduces the need for a priori information is given.
Keywords :
Control systems; Numerical simulation; PROM; Parameter estimation; State estimation; Stochastic processes; Stochastic systems; Time measurement; Time varying systems;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.271957
