| Modeling and Simulation of a Class of Stochastic Bilinear Systems | |
| Chen, Huixin1,3; Wang, Xin-Wei1; Liu, Chunli4; Wen, Fang2; Ruan, Rong-Yao2 | |
| 2010 | |
| 关键词 | Stochastic bilinear system Simulation Systems modeling ELS algorithm Adaptive tracking |
| 页码 | 188-+ |
| 英文摘要 | In this paper the modeling and simulation of a class of discrete-time stochastic bilinear systems are studied, the extended least squares (ELS) algorithm are used to estimate unknown parameters of the system, and two simulation examples show that the ELS algorithms of the modeling and simulation are effective for discrete-time stochastic bilinear systems with correlated noises and unknown parameters. The ELS algorithm is applied to adaptive tracking of a class of the systems and two simulation examples of the adaptive tracking are presented to show that the proposed adaptive tracking algorithm is of the good performance. |
| 会议录出版者 | IEEE |
| 会议录出版地 | 345 E 47TH ST, NEW YORK, NY 10017 USA |
| 语种 | 英语 |
| WOS研究方向 | Engineering |
| WOS记录号 | WOS:000293666100043 |
| 内容类型 | 会议论文 |
| 源URL | [http://10.2.47.112/handle/2XS4QKH4/3116]  |
| 专题 | 上海财经大学 |
| 作者单位 | 1.East China Normal Univ, Shanghai 200062, Peoples R China; 2.East China Normal Univ, Dept Math, Shanghai 200062, Peoples R China; 3.Univ Kingston, CISM, Kingston Upon Thames, Surrey, England; 4.Shanghai Univ Finance & Econ, Shanghai 200433, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Huixin,Wang, Xin-Wei,Liu, Chunli,et al. Modeling and Simulation of a Class of Stochastic Bilinear Systems[C]. 见:. |
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