کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
566633 876011 2011 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Joint state filtering and parameter estimation for linear stochastic time-delay systems
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Joint state filtering and parameter estimation for linear stochastic time-delay systems
چکیده انگلیسی

This paper presents the joint state filtering and parameter estimation problem for linear stochastic time-delay systems with unknown parameters. The original problem is reduced to the mean-square filtering problem for incompletely measured bilinear time-delay system states over linear observations. The unknown parameters are considered standard Wiener processes and incorporated as additional states in the extended state vector. To deal with the new filtering problem, the paper designs the mean-square finite-dimensional filter for incompletely measured bilinear time-delay system states over linear observations. A closed system of the filtering equations is then derived for a bilinear time-delay state over linear observations. Finally, the paper solves the original joint estimation problem. The obtained solution is based on the designed mean-square filter for incompletely measured bilinear time-delay states over linear observations, taking into account that the filter for the extended state vector also serves as the identifier for the unknown parameters. In the example, performance of the designed state filter and parameter identifier is verified for a linear time-delay system with an unknown multiplicative parameter over linear observations.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 91, Issue 4, April 2011, Pages 782–792
نویسندگان
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