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An Approach to Recursive Identification of Abruptly Changing Systems
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1980 (English)Report (Other academic)
Abstract [en]

A way to model systems with abruptly changing dynamics is suggested. The parameters of the system are described as realizations of a finite-state Markov chain. It is further discussed how to perform recursive parameter identification for this type of system. A crucial part in the identification algorithm is to estimate the present state of the Markov chain. The effects of some typical rules to do this estimation are examined. Also a procedure which reduces the need for a priori information is given.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1980. , 34 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 349
Keyword [en]
Finite-state Markov chain, Recursive parameter identification, Estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104513OAI: oai:DiVA.org:liu-104513DiVA: diva2:697310
Available from: 2014-02-17 Created: 2014-02-17 Last updated: 2014-02-17

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Millnert, Mille

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CiteExportLink to record
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