Title :
Second-order correlation method for bilinear system identification
Author :
Baheti, R.S. ; Mohler, R.R. ; Spang, H.A., III
Author_Institution :
General Electric Company, Schenectady, NY, USA
fDate :
12/1/1980 12:00:00 AM
Abstract :
An algorithm is developed to estimate parameters of a class of discrete-time bilinear systems using second-order correlations. It is shown that for pseudorandom binary and ternary input signals the computations in the estimation algorithm can be simplified. The method is compared with least-squares algorithm for a model of nuclear fission. The proposed algorithm gives a computationally simple and effective way of parameter estimation.
Keywords :
Bilinear systems, stochastic discrete-time; Correlation methods; Nuclear reactor control; Parameter identification; Correlation; Filtering; Fission reactors; Linear systems; Maximum likelihood estimation; Nonlinear systems; Parameter estimation; Stochastic processes; Stochastic systems; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102516
