Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data

doi:10.1007/s11633-017-1073-z

CASIA OpenIR > 学术期刊 > Machine Intelligence Research

	Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data
	Shao-Xue Jing 1,2; Tian-Hong Pan 1; Zheng-Ming Li 1
发表期刊	International Journal of Automation and Computing
ISSN	1476-8186
	2018
卷号	15 期号:3 页码:335-344
摘要	To identify systems with non-uniformly sampled input data, a recursive Bayesian identification algorithm with covariance resetting is proposed. Using estimated noise transfer function as a dynamic filter, the system with colored noise is transformed into the system with white noise. In order to improve estimates, the estimated noise variance is employed as a weighting factor in the algorithm. Meanwhile, a modified covariance resetting method is also integrated in the proposed algorithm to increase the convergence rate. A numerical example and an industrial example validate the proposed algorithm.
关键词	Parameter estimation discrete time systems Gaussian noise Bayesian algorithm covariance resetting.
DOI	10.1007/s11633-017-1073-z
引用统计	被引频次：5[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.ia.ac.cn/handle/173211/42414
专题	学术期刊_Machine Intelligence Research
作者单位	1.School of Electrical Information and Engineering, Jiangsu University, Zhenjiang 212013, China 2.Department of Electrical Engineering, Huaian College of Information and Technology, Huaian 223003, China
推荐引用方式 GB/T 7714	Shao-Xue Jing,Tian-Hong Pan,Zheng-Ming Li. Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data[J]. International Journal of Automation and Computing,2018,15(3):335-344.
APA	Shao-Xue Jing,Tian-Hong Pan,&Zheng-Ming Li.(2018).Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data.International Journal of Automation and Computing,15(3),335-344.
MLA	Shao-Xue Jing,et al."Recursive Bayesian Algorithm for Identification of Systems with Non-uniformly Sampled Input Data".International Journal of Automation and Computing 15.3(2018):335-344.

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