突变系统的递归辨识方法

1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes Pub Date : 1980-12-01 DOI:10.1109/CDC.1980.271957

M. Millnert

{"title":"突变系统的递归辨识方法","authors":"M. Millnert","doi":"10.1109/CDC.1980.271957","DOIUrl":null,"url":null,"abstract":"A way to model systems with abruptly changing dynamics is suggested. The parameters of the system are described as realizations of a finite-state Markov chain. It is further discussed how to perform recursive parameter identification for this type of system. A crucial part in the identification algorithm is to estimate the present state of the Markov chain. The effects of some typical rules to do this estimation are examined. Also a procedure which reduces the need for a priori information is given.","PeriodicalId":332964,"journal":{"name":"1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","volume":"114 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1980-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"An approach to recursive identification of abruptly changing systems\",\"authors\":\"M. Millnert\",\"doi\":\"10.1109/CDC.1980.271957\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A way to model systems with abruptly changing dynamics is suggested. The parameters of the system are described as realizations of a finite-state Markov chain. It is further discussed how to perform recursive parameter identification for this type of system. A crucial part in the identification algorithm is to estimate the present state of the Markov chain. The effects of some typical rules to do this estimation are examined. Also a procedure which reduces the need for a priori information is given.\",\"PeriodicalId\":332964,\"journal\":{\"name\":\"1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes\",\"volume\":\"114 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1980-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.1980.271957\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1980.271957","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 6

摘要

提出了一种对具有突变动力学的系统建模的方法。系统的参数被描述为有限状态马尔可夫链的实现。进一步讨论了如何对这类系统进行递归参数辨识。辨识算法的关键部分是对马尔可夫链的状态进行估计。研究了一些典型规则对这种估计的影响。同时给出了一种减少对先验信息需求的方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

An approach to recursive identification of abruptly changing systems

A way to model systems with abruptly changing dynamics is suggested. The parameters of the system are described as realizations of a finite-state Markov chain. It is further discussed how to perform recursive parameter identification for this type of system. A crucial part in the identification algorithm is to estimate the present state of the Markov chain. The effects of some typical rules to do this estimation are examined. Also a procedure which reduces the need for a priori information is given.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes

自引率

0.00%

发文量