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A Novel Approach to the Identification of Exogenous Input of Stochastic Systems Using Pseudomeasurement
System Identification, Volume # 15 | Part# 1
Location: Saint-Malo Convention Center, Saint-Malo, France
National Organizing Committee Chair: Basseville, Michele
International Program Committee Chair: Vicino, Antonio,
Panciatici, Patrick
Conference Editor: Walter, Eric
Authors
Ohsumi, Akira; Kimura, Takuro; Kono, Michio
Identifier
10.3182/20090706-3-FR-2004.00048
Index Terms
Identification for Control; Multivariable System Identification
Abstract
In this paper, a novel approach to identify an unknown parameter vector of the exogenous input to a class of stochastic linear systems is proposed. The key of the approach is to introduce an additional information about the unknown parameter vector which is called the pseudomeasurement. Augmenting this pseudomeasurement with the original observation data, the identification of unknown vector as well as the state estimation is performed. The efficacy of the proposed approach is confirmed by simulation studies.
References
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