IDENTIFICATION OF INTERCONNECTED SYSTEMS BY INSTRUMENTAL VARIABLES METHOD

被引：0

作者：

Mzyk, Grzegorz ^{[1
]}

机构：

[1] Wroclaw Univ Technol, Inst Comp Engn Control & Robot, PL-50370 Wroclaw, Poland

来源：

ELECTRICAL AND CONTROL TECHNOLOGIES | 2012年

关键词：

System identification; complex systems; parameter estimation; instrumental variables; HAMMERSTEIN SYSTEM;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The paper addresses the problem of parameter estimation of elements in complex, interconnected systems. Similarity between causes of biases in the least squares estimates for a simple SISO linear dynamic object, and for a MIMO linear static system with composite structure, was noticed in the paper. For linear complex static system, the instrumental variable estimate was proposed and compared with the least squares approach. The strong consistency of the presented parameter estimate was proved. Also the optimal values of instrumental variables were established, and the method of their suboptimal generation was presented. The conclusions were verified in numerical experiments.

引用

页码：13 / 16

页数：4

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