Final published version
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
}
TY - CHAP
T1 - Multi-state dependent parameter model identification and estimation
AU - Tych, Wlodzimierz
AU - Sadeghi, Jafar
AU - Smith, Paul James
AU - Chotai, Arunkumar
AU - Taylor, Charles James
PY - 2012
Y1 - 2012
N2 - This chapter describes an important generalisation of the State Dependent Parameter (SDP) approach to the modelling of nonlinear dynamic systems to include Multi-State Dependent Parameter (MSDP) nonlinearities. The recursive estimation of the MSDP model parameters in a multivariable state space occurs along a multi-path trajectory, employing the Kalman Filter and Fixed Interval Smoothing algorithms. The novelty of the method lies in redefining the concepts of sequence (predecessor, successor), allowing for its use in a multi-state dependent context, so producing efficient parameterisation for a fairly wide class of non-linear, stochastic dynamic systems. The format of the estimated model allows its direct use in control system design. Two worked examples in Matlab are included.
AB - This chapter describes an important generalisation of the State Dependent Parameter (SDP) approach to the modelling of nonlinear dynamic systems to include Multi-State Dependent Parameter (MSDP) nonlinearities. The recursive estimation of the MSDP model parameters in a multivariable state space occurs along a multi-path trajectory, employing the Kalman Filter and Fixed Interval Smoothing algorithms. The novelty of the method lies in redefining the concepts of sequence (predecessor, successor), allowing for its use in a multi-state dependent context, so producing efficient parameterisation for a fairly wide class of non-linear, stochastic dynamic systems. The format of the estimated model allows its direct use in control system design. Two worked examples in Matlab are included.
U2 - 10.1007/978-0-85729-974-1_10
DO - 10.1007/978-0-85729-974-1_10
M3 - Chapter
SN - 9780857299734
SP - 191
EP - 210
BT - System Identification, Environmental Modelling, and Control System Design
A2 - Wang, Liuping
A2 - Garnier, Hugues
PB - Springer
CY - London
ER -