Consistent recursive parameter estimation of partial differential equation models

被引：4

作者：

Guo, L. Z. ^{[1
]}

Billings, S. A. ^{[1
]}

Coca, D. ^{[1
]}

机构：

[1] Univ Sheffield, Dept Automat Control & Syst Engn, Sheffield S1 3JD, S Yorkshire, England

来源：

INTERNATIONAL JOURNAL OF CONTROL | 2009年 / 82卷 / 10期

基金：

英国工程与自然科学研究理事会;

关键词：

system identification; parameter estimation; partial differential equations; DYNAMICAL-SYSTEMS; IDENTIFICATION;

D O I：

10.1080/00207170902842303

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This article introduces a new residual-based recursive parameter estimation algorithm for linear partial differential equations. The main idea is to replace the unmeasurable noise variables by estimates of the noise and to compute recursively both the model parameters and the noise estimates. It is proven that under some mild assumptions the estimated parameters converge to the true values with probability one. Numerical examples that demonstrate the effectiveness of the proposed approach are also provided.

引用

页码：1946 / 1954

页数：9

共 17 条

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