- Tytuł:
- Stochastic multivariable self-tuning tracker for non-Gaussian systems
- Autorzy:
- Filipovic, V.
- Powiązania:
- https://bibliotekanauki.pl/articles/908532.pdf
- Data publikacji:
- 2005
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
model ARMAX
statystyka odpornościowa
stabilność globalna
ARMAX model
self-tuning tracker
non-Gaussian noise
robust statistics
global stability
optimality - Opis:
- This paper considers the properties of a minimum variance self-tuning tracker for MIMO systems described by ARMAX models. It is assumed that the stochastic noise has a non-Gaussian distribution. Such an assumption introduces into a recursive algorithm a nonlinear transformation of the prediction error. The system under consideration is minimum phase with different dimensions for input and output vectors. In the paper the concept of Kronecker’s product is used, which allows us to represent unknown parameters in the form of vectors. For parameter estimation a stochastic approximation algorithm is employed. Using the concept of the stochastic Lyapunov function, global stability and optimality of the feedback system are established.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2005, 15, 3; 351-357
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł