Title :
Direct identification of a variable linear system using a state affine model
Author :
Neyran, B. ; Thomasset, D. ; Dufour, J.
Author_Institution :
Institut National des Sciences Appliqu????es de Lyon, LEA, Villeurbanne, France
fDate :
3/1/1987 12:00:00 AM
Abstract :
The identification of a variable linear system with coefficients depending on an assumed measurable parameter is considered. A direct approach leads to a least-squares estimation computed with the input and output sequences filtered through a variable linear filter, to obtain an unbiased estimation.
Keywords :
filtering and prediction theory; linear systems; parameter estimation; state estimation; direct identification; least-squares estimation; linear system; parameter estimation; state affine model; state estimation; unbiased estimation; variable linear filter; variable systems;
Journal_Title :
Control Theory and Applications, IEE Proceedings D
Conference_Location :
3/1/1987 12:00:00 AM
DOI :
10.1049/ip-d.1987.0016
