Identification of linear stochastic systems through projection filtersA novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.
Document ID
19920051889
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Chen, Chung-Wen (North Carolina State University Raleigh, United States)
Huang, Jen-Kuang (Old Dominion University Norfolk, VA, United States)
Juang, Jer-Nan (NASA Langley Research Center Hampton, VA, United States)
Date Acquired
August 15, 2013
Publication Date
January 1, 1992
Subject Category
Cybernetics
Report/Patent Number
AIAA PAPER 92-2520
Meeting Information
Meeting: AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference