Order Selection for Stochastic Bilinear Systems

被引：0

作者：

Bokor, Jozsef ^{[1
]}

Terdik, Gyorgy ^{[2
]}

机构：

[1] Hungarian Acad Sci, Comp & Automat Res Inst, Budapest, Hungary

[2] Univ Debrecen, Fac Informat, Debrecen, Hungary

来源：

IFAC PAPERSONLINE | 2023年 / 56卷 / 02期

关键词：

Stochastic system identification; Nonlinear system identification; Estimation and filtering; Realization theory; Frequency domain identification; Discrete bilinear systems; Singular values of Hankel matrix; Hermite series expansion; Order estimation by skewness; IDENTIFICATION; REALIZATION; EFFICIENT; MODELS;

D O I：

10.1016/j.ifacol.2023.10.076

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Identification of bilinear systems subject to white inputs is studied. Assuming bilinearity we use the crosscovariances between the output and the higher order Hermite polynomials of the input for estimating the coefficients of the Hermite series expansion of the output. The parameters of the bilinear model are obtained via a balanced factorization of the appropriately constructed Hankel matrix. The skewness of the singular values of the estimated Hankel matrix is applied for testing the order selection for the bilinear model. Copyright (c) 2023 The Authors. This is an open access article under the CC BY-NC-ND license (https://creativecommons.org/licenses/by-nc-nd/4.0/)

引用

页码：5837 / 5842

页数：6

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