Optimal finite-dimensional recursive identification in a polynomial output mapping class

DOI10.1016/0167-6911(83)90075-0MaRDI QIDQ794579zbMATH OpenOpenAlexFDO

Authors Markku T. Nihtilä

Publication date 1983

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(83)90075-0

zbMATH Keywords

deterministic least-squares identificationexponential weightingpolynomial systemsrecursive finite-dimensional estimation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) System identification (93B30) Nonlinear systems in control theory (93C10) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

The search for optimal finite-dimensional recursive filters in nonlinear differential systems was successful in some restricted system classes [e.g. refer to \textit{S. Marcus} and \textit{A. Willsky}, SIAM J. Math. Anal. 9, 312-327 (1978; Zbl 0377.93056)]. This paper considers a new system class admitting an optimal finite dimensional recursive estimator. An explicit filter structure is constructed and two examples are discussed to show the application. A time-varying polynomial output equation expressing an implicit dependence of the observed signal on the parameter vector admits a finite-dimensional recursive representation for the optimal on-line estimator. Both continuous and discrete observations result in differential systems which give the estimate. An exponentially weighted least-squares formulation is used. Exponential stability of the identifier and convergence to the true parameter value are proved. A time-continuous algorithm for real time identification of two dissociation constants of a pH-control process is presented. The discrete identification is applied in a dynamic ARMA-type difference model which is quadratic in the parameter to be estimated.

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Cites work

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Cited in

(4)

• On exponential convergence and robustness of least-squares identification
• Identification of partially-known systems
• Differential constraints for bounded recursive identification with multivariate splines
• Identification of time delays using a polynomial identification method

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