Data computational modelling of multivariable non-stationary noisy linear systems by MOESP_AOKI_VAR algorithm
Abstract:
The main objective of this work is to develop a recursive algorithm for identification in the state-space of linear stochastic discrete multivariable non-stationary system; a computational process called MOESP_AOKI_VAR is proposed and implemented to achieve this. The proposed algorithm is based on the subspace methods: Multivariable Output-Error State Space (MOESP), used for computational modelling of systems and on an AOKI algorithm developed by Masanao Aoki, for computational modelling of time series that we call the Aoki algorithm.
Año de publicación:
2015
Keywords:
Fuente:
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Tipo de documento:
Other
Estado:
Acceso abierto
Áreas de conocimiento:
- Optimización matemática
- Algoritmo
- Algoritmo
Áreas temáticas:
- Ciencias de la computación