An optimal structure identification method

MaRDI QIDQ1882043zbMATH OpenFDO

Authors Yanyan Li

Publication date 18 October 2004

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Maximum Principle of Pontryaginoptimal identificationrandom-structure linear system

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Review text

The authors study the optimal identification of wave disturbances with nonlinear information criteria. The wave disturbance is represented by a linear differential equation of order \(n\). The wave disturbances are considered as a random-structure linear dynamic system. The solution is obtained by applying the Maximum Principle of Pontryagin. A numerical example is solved for illustrating the implementation of the method.

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