A Novel Mixed Set Membership/Stochastic Approach to System Identification
2001 (English)Report (Other academic)
In this paper, we propose a mixed approach to identication of linear dynamical systems corrupted by additive, amplitude bounded noise. To come up with an estimate of the system, we mix the information from a prediction error estimate and a set membership estimate. The estimate shows very good performance on a number of simulation examples, which are performed using a wide range of noise sources.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2001. , 12 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2406
Identification, bounded noise, stochastic noise, variance
IdentifiersURN: urn:nbn:se:liu:diva-55857ISRN: LiTH-ISY-R-2406OAI: oai:DiVA.org:liu-55857DiVA: diva2:316680