Recursive Identification And Parameter Estimation

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Recursive Identification And Parameter Estimation
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Author : Han-Fu Chen
language : en
Publisher: CRC Press
Release Date : 2014-06-23
Recursive Identification And Parameter Estimation written by Han-Fu Chen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-23 with Computers categories.
Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying a systematic description of recursive estimation methods, it provides rigorous theoretical analysis of recursive solutions to problems of stochastic systems. Presenting the material and proposed algorithms in a manner that makes it easy to understand, the book provides readers with the modeling and identification skills required for successful theoretical research and effective applications.
Recursive Identification And Parameter Estimation
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Author : Han-Fu Chen
language : en
Publisher: CRC Press
Release Date : 2014-06-23
Recursive Identification And Parameter Estimation written by Han-Fu Chen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-23 with Mathematics categories.
Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner that makes it easy to understand—providing readers with the modeling and identification skills required for successful theoretical research and effective application. The book begins by introducing the basic concepts of probability theory, including martingales, martingale difference sequences, Markov chains, mixing processes, and stationary processes. Next, it discusses the root-seeking problem for functions, starting with the classic RM algorithm, but with attention mainly paid to the stochastic approximation algorithms with expanding truncations (SAAWET) which serves as the basic tool for recursively solving the problems addressed in the book. The book not only identifies the results of system identification and parameter estimation, but also demonstrates how to apply the proposed approaches for addressing problems in a range of areas, including: Identification of ARMAX systems without imposing restrictive conditions Identification of typical nonlinear systems Optimal adaptive tracking Consensus of multi-agents systems Principal component analysis Distributed randomized PageRank computation This book recursively identifies autoregressive and moving average with exogenous input (ARMAX) and discusses the identification of non-linear systems. It concludes by addressing the problems arising from different areas that are solved by SAAWET. Demonstrating how to apply the proposed approaches to solve problems across a range of areas, the book is suitable for students, researchers, and engineers working in systems and control, signal processing, communication, and mathematical statistics.
Recursive Identification And Parameter Estimation
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Author : Hanfu Chen
language : en
Publisher:
Release Date : 2014-01-01
Recursive Identification And Parameter Estimation written by Hanfu Chen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-01 with Electronic books categories.
Recursive Identification and Parameter Estimation describes a recursive approach to solving system identification and parameter estimation problems arising from diverse areas. Supplying rigorous theoretical analysis, it presents the material and proposed algorithms in a manner that makes it easy to understand providing readers with the modeling and identification skills required for successful theoretical research and effective application. The book begins by introducing the basic concepts of probability theory, including martingales, martingale difference sequences, Markov chains, mixing processes, and stationary processes. Next, it discusses the root-seeking problem for functions, starting with the classic RM algorithm, but with attention mainly paid to the stochastic approximation algorithms with expanding truncations (SAAWET) which serves as the basic tool for recursively solving the problems addressed in the book. The book not only identifies the results of system identification and parameter estimation, but also demonstrates how to apply the proposed approaches for addressing problems in a range of areas, including: Identification of ARMAX systems without imposing restrictive conditions Identification of typical nonlinear systems Optimal adaptive tracking Consensus of multi-agents systems Principal component analysis Distributed randomized PageRank computation This book recursively identifies autoregressive and moving average with exogenous input (ARMAX) and discusses the identification of non-linear systems. It concludes by addressing the problems arising from different areas that are solved by SAAWET. Demonstrating how to apply the proposed approaches to solve problems across a range of areas, the book is suitable for students, researchers, and engineers working in systems and control, signal processing, communication, and mathematical statistics. "
Theory And Practice Of Recursive Identification
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Author : Lennart Ljung
language : en
Publisher:
Release Date : 1987
Theory And Practice Of Recursive Identification written by Lennart Ljung and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.
Recursive Estimation And Time Series Analysis
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Author : Peter C. Young
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-08-04
Recursive Estimation And Time Series Analysis written by Peter C. Young and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-04 with Technology & Engineering categories.
This is a revised version of the 1984 book of the same name but considerably modified and enlarged to accommodate the developments in recursive estimation and time series analysis that have occurred over the last quarter century. Also over this time, the CAPTAIN Toolbox for recursive estimation and time series analysis has been developed at Lancaster, for use in the MatlabTM software environment (see Appendix G). Consequently, the present version of the book is able to exploit the many computational routines that are contained in this widely available Toolbox, as well as some of the other routines in MatlabTM and its other toolboxes. The book is an introductory one on the topic of recursive estimation and it demonstrates how this approach to estimation, in its various forms, can be an impressive aid to the modelling of stochastic, dynamic systems. It is intended for undergraduate or Masters students who wish to obtain a grounding in this subject; or for practitioners in industry who may have heard of topics dealt with in this book and, while they want to know more about them, may have been deterred by the rather esoteric nature of some books in this challenging area of study.
Adaptive Filtering Prediction And Control
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Author : Graham C Goodwin
language : en
Publisher: Courier Corporation
Release Date : 2014-05-05
Adaptive Filtering Prediction And Control written by Graham C Goodwin and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-05 with Technology & Engineering categories.
This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.
Nonlinear Control Systems Design 1989
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Author : A. Isidori
language : en
Publisher: Elsevier
Release Date : 2014-05-23
Nonlinear Control Systems Design 1989 written by A. Isidori and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-23 with Technology & Engineering categories.
In the last two decades, the development of specific methodologies for the control of systems described by nonlinear mathematical models has attracted an ever increasing interest. New breakthroughs have occurred which have aided the design of nonlinear control systems. However there are still limitations which must be understood, some of which were addressed at the IFAC Symposium in Capri. The emphasis was on the methodological developments, although a number of the papers were concerned with the presentation of applications of nonlinear design philosophies to actual control problems in chemical, electrical and mechanical engineering.
Bounding Approaches To System Identification
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Author : M. Milanese
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Bounding Approaches To System Identification written by M. Milanese and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Science categories.
In response to the growing interest in bounding error approaches, the editors of this volume offer the first collection of papers to describe advances in techniques and applications of bounding of the parameters, or state variables, of uncertain dynamical systems. Contributors explore the application of the bounding approach as an alternative to the probabilistic analysis of such systems, relating its importance to robust control-system design.
System Theoretic Methods In Economic Modelling Ii
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Author : S. Mittnik
language : en
Publisher: Elsevier
Release Date : 2014-06-28
System Theoretic Methods In Economic Modelling Ii written by S. Mittnik and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-28 with Mathematics categories.
System-Theoretic Methods in Economic Modelling II complements the editor's earlier volume, bringing together current research efforts integrating system-theoretic concepts with economic modelling processes. The range of papers presented here goes beyond the long-accepted control-theoretic contributions in dynamic optimization and focuses on system-theoretic methods in the construction as well as the application stages of economic modelling. This volume initiates new and intensifies existing debate between researchers and practitioners within and across the disciplines involved, with the objective of encouraging interdisciplinary research. The papers are split into four sections - estimation, filtering and smoothing problems in the context of state space modelling; applying the state space concept to financial modelling; modelling rational expectation; and a miscellaneous section including a follow-up case study by Tse and Khilnani on their integrated system model for a fishery management process, which featured in the first volume.
Adaptive Control
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Author : Rogelio Lozano
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Adaptive Control written by Rogelio Lozano and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Technology & Engineering categories.
Adaptive Control provides techniques for automatic, real-time adjustments in controller parameters with a view to achieving and/or maintaining a desirable level of system performance in the presence of unknown or variable process parameters. Many aspects of the field are dealt with in coherent and orderly fashion, starting with the problems posed by system uncertainties and moving on to the presentation of solutions and their practical significance. Within the general context of recent developments, the book looks at: • synthesis and analysis of parameter adaptation algorithms; • recursive plant-model identification in open and closed loop; • robust digital control for adaptive control; • direct and indirect adaptive control; and • practical aspects and applications. To reflect the importance of digital computers for the application of adaptive control techniques, discrete-time aspects are emphasized. To guide the reader, the book contains various applications of adaptive control techniques.