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MOESP_AOKI_VAR: Algorithm for Space State Identification of Non-stationary Multivariable Noisy Linear Systems

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:

2017

Keywords:

    Fuente:

    googlegoogle

    Tipo de documento:

    Other

    Estado:

    Acceso abierto

    Áreas de conocimiento:

    • Algoritmo
    • Optimización matemática
    • Teoría de control

    Áreas temáticas:

    • Métodos informáticos especiales

    Contribuidores:

    JOHANNA BELEN TOBAR QUEVEDOJOHANNA BELEN TOBAR QUEVEDO