An Approach to Recursive Identification of Abruptly Changing Systems
1980 (English)Report (Other academic)
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.
LiTH-ISY-I, ISSN 8765-4321 ; 349
Finite-state Markov chain, Recursive parameter identification, Estimation
IdentifiersURN: urn:nbn:se:liu:diva-104513OAI: oai:DiVA.org:liu-104513DiVA: diva2:697310