Title :
Bounded characteristics of wavelet based SDP models
Author :
Truong, Nguyen-Vu ; Wang, Liuping
Author_Institution :
Sch. of Electr. & Comput. Eng., RMIT Univ., Melbourne, VIC, Australia
Abstract :
In our recent work, an efficient nonlinear system identification approach using wavelet based State Dependent Parameter (WSDP) models has been proposed and investigated. This model has some unique properties which are very useful for the investigation of its bounded characteristics. This paper presents results on the bounded characteristics of WSDP models. These results reveal the clear relationship between the model´s parameters and the boundedness of a WSDP model, providing important insight to the analysis of the BIBO stability of this class of nonlinear models. To validate and illustrate the developed theoretical results, an extensive Monte Carlo (MC) simulation example is provided.
Keywords :
MIMO systems; nonlinear systems; stability; state estimation; wavelet transforms; BIBO stability; Monte Carlo simulation; nonlinear system identification approach; wavelet based state dependent parameter models; Maximum likelihood estimation; Monte Carlo methods; Nonlinear systems; Parameter estimation; Recursive estimation; Shape; Smoothing methods; Stability analysis; State estimation; Stochastic processes;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399973