Modeling and Simulation of a Class of Stochastic Bilinear Systems

被引：0
|
作者：
Chen, Huixin [1 ,3 ]
Wang, Xin-Wei [1 ]
Liu, Chunli [4 ]
Wen, Fang [2 ]
Ruan, Rong-Yao [2 ]
机构：
[1] East China Normal Univ, Shanghai 200062, Peoples R China
[2] East China Normal Univ, Dept Math, Shanghai 200062, Peoples R China
[3] Univ Kingston, CISM, Kingston Upon Thames, Surrey, England
[4] Shanghai Univ Finance & Econ, Shanghai 200433, Peoples R China
来源：
ICIEA 2010: PROCEEDINGS OF THE 5TH IEEE CONFERENCE ON INDUSTRIAL ELECTRONICS AND APPLICATIONS, VOL 2 | 2010年
关键词：
Stochastic bilinear system; Simulation; Systems modeling; ELS algorithm; Adaptive tracking; PARAMETER-IDENTIFICATION; ADAPTIVE-CONTROL; CONVERGENCE RATE;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper the modeling and simulation of a class of discrete-time stochastic bilinear systems are studied, the extended least squares (ELS) algorithm are used to estimate unknown parameters of the system, and two simulation examples show that the ELS algorithms of the modeling and simulation are effective for discrete-time stochastic bilinear systems with correlated noises and unknown parameters. The ELS algorithm is applied to adaptive tracking of a class of the systems and two simulation examples of the adaptive tracking are presented to show that the proposed adaptive tracking algorithm is of the good performance.
引用
收藏
页码：188 / +
页数：2
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