Recursive identification of state space systems with coloured process noise and measurement noise

被引：0
|
作者：
Zhu, Fang [1 ]
Wang, Xuehai [2 ]
机构：
[1] Xinyang Normal Univ, Inst Educ Sci, Xinyang 464000, Henan, Peoples R China
[2] Xinyang Normal Univ, Sch Math & Stat, Xinyang 464000, Henan, Peoples R China
来源：
INTERNATIONAL JOURNAL OF COMPUTER APPLICATIONS IN TECHNOLOGY | 2021年 / 67卷 / 2-3期
关键词：
parameter estimation; recursive identification; filtering technique; state estimation; PARAMETER-ESTIMATION; ALGORITHM;
D O I：
10.1504/IJCAT.2021.121525
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
This paper concerns the modelling and identification of the state space system, in which both coloured process noise and measurement noise are encountered. By using the state filtering, the state space system with coloured process noise is transformed into a model without correlated noise, and a state filtering-based parameter estimation algorithm is derived on the base of designing a state filter observer using the multi-innovation identification. The validity of the proposed algorithm is verified by given simulation examples.
引用
收藏
页码：129 / 140
页数：12
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