Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/84668
Citations | ||
Scopus | Web of Science® | Altmetric |
---|---|---|
?
|
?
|
Type: | Conference paper |
Title: | Optimal state filtering and parameter identification for linear time-delay systems |
Author: | Basin, M. Shi, P. Calderon-Alvarez, D. |
Citation: | Proceedings of the ... American Control Conference. American Control Conference, 2008, pp.7-12 |
Publisher: | Institute of Electrical and Electronics Engineers (IEEE) |
Publisher Place: | USA |
Issue Date: | 2008 |
Series/Report no.: | Proceedings of the American Control Conference |
ISBN: | 9781424420797 |
ISSN: | 0743-1619 2378-5861 |
Conference Name: | 2008 American Control Conference (ACC) (11 Jun 2008 - 13 Jun 2008 : Seattle, WA) |
Statement of Responsibility: | Michael Basin, Peng Shi, Dario Calderon-Alvarez |
Abstract: | This paper presents the optimal joint state filtering and parameter identification problem for linear stochastic timedelay systems with unknown parameters. The original identification problem is reduced to the optimal filtering problem for incompletely measured polynomial (bilinear) time-delay system states over linear observations with an arbitrary, not necessarily invertible, observation matrix, where the unknown parameters are considered standard Wiener processes and incorporated as additional states in the extended state vector. The obtained solution is based on the designed optimal filter for incompletely measured bilinear time-delay states over linear observations, taking into account that the optimal filter for the extended state vector also serves as the optimal identifier for the unknown parameters. In the example, performance of the designed optimal state filter and parameter identifier is verified for a linear time-delay system with an unknown multiplicative parameter over linear observations. Both, stable and unstable, linear systems are examined. |
Rights: | © 2008 AACC |
DOI: | 10.1109/ACC.2008.4586457 |
Published version: | http://dx.doi.org/10.1109/acc.2008.4586457 |
Appears in Collections: | Aurora harvest 2 Electrical and Electronic Engineering publications |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.