New Approach to Recursive Identification for ARMAX Systems

doi:10.1109/TAC.2010.2041997

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	New Approach to Recursive Identification for ARMAX Systems
	Chen, Han-Fu
	2010-04-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	55 期号:4 页码:868-879
摘要	For the multivariate ARMAX system A(z)y(k) = B(z)u(k-1) + C(z)w(k) recursive algorithms are proposed for estimating coefficients of A(z), B(z), and C(z) and the covariance matrix R-w of w(k), assuming that the orders of A(z), B(z), and C(z) are known and the control u(k) can be arbitrarily chosen. The new method consists in on-line solving the algebraic equations associated with ARMAX on the basis of observed data. The algorithms are easily computable, and the almost sure convergence of the algorithms is proved under reasonable conditions.
关键词	ARMAX identification convergence recursive estimation stochastic approximation
DOI	10.1109/TAC.2010.2041997
语种	英语
资助项目	National Natural Science Foundation of China[60821091] ; National Natural Science Foundation of China[60874001] ; National Laboratory of Space Intelligent Control
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000276251300005
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11007
专题	系统科学研究所
通讯作者	Chen, Han-Fu
作者单位	Chinese Acad Sci, Key Lab Syst & Control, Inst Syst Sci, AMSS, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Chen, Han-Fu. New Approach to Recursive Identification for ARMAX Systems[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2010,55(4):868-879.
APA	Chen, Han-Fu.(2010).New Approach to Recursive Identification for ARMAX Systems.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,55(4),868-879.
MLA	Chen, Han-Fu."New Approach to Recursive Identification for ARMAX Systems".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 55.4(2010):868-879.