返回
A multi-model algorithm for parameter estimation of time-varying nonlinear systems
DOI:10.1016/S0005-1098(97)00203-3.png)
摘要
En 中文
We present a new on-line multi-model algorithm for parameter estimation of time-varying nonlinear systems. The time variation is captured by assuming that the system parameters change according to a Markovian mechanism. The algorithm postulates a finite number of possible values of the system parameter and computes recursively the credit function of each parameter value, according to its predictive accuracy. A convergence analysis of the algorithm is presented which indicates that the algorithm estimates correctly the parameter value in the time intervals between source switchings. This conclusion is corroborated by numerical experiments. (C) 1998 Elsevier Science Ltd. All rights reserved.
Keyword:
parameter estimation
system identification
nonlinear systems
multiple models
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

