Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data | |
Shao-Xue Jing1,2; Tian-Hong Pan2; Zheng-Ming Li2 | |
刊名 | International Journal of Automation and Computing
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2018 | |
卷号 | 15期号:3页码:335-344 |
关键词 | Parameter estimation discrete time systems Gaussian noise Bayesian algorithm covariance resetting. |
ISSN号 | 1476-8186 |
DOI | 10.1007/s11633-017-1073-z |
英文摘要 | To identify systems with non-uniformly sampled input data, a recursive Bayesian identification algorithm with covariance resetting is proposed. Using estimated noise transfer function as a dynamic filter, the system with colored noise is transformed into the system with white noise. In order to improve estimates, the estimated noise variance is employed as a weighting factor in the algorithm. Meanwhile, a modified covariance resetting method is also integrated in the proposed algorithm to increase the convergence rate. A numerical example and an industrial example validate the proposed algorithm. |
内容类型 | 期刊论文 |
源URL | [http://ir.ia.ac.cn/handle/173211/42414] ![]() |
专题 | 自动化研究所_学术期刊_International Journal of Automation and Computing |
作者单位 | 1.Department of Electrical Engineering, Huaian College of Information and Technology, Huaian 223003, China 2.School of Electrical Information and Engineering, Jiangsu University, Zhenjiang 212013, China |
推荐引用方式 GB/T 7714 | Shao-Xue Jing,Tian-Hong Pan,Zheng-Ming Li. Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data[J]. International Journal of Automation and Computing,2018,15(3):335-344. |
APA | Shao-Xue Jing,Tian-Hong Pan,&Zheng-Ming Li.(2018).Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data.International Journal of Automation and Computing,15(3),335-344. |
MLA | Shao-Xue Jing,et al."Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data".International Journal of Automation and Computing 15.3(2018):335-344. |
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