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RECURSIVE IDENTIFICATION OF LINEAR DYNAMICAL SYSTEMS OF FRACTIONAL ORDER WITH NOISE OUTPUT SIGNAL

Annotation

In this paper, we propose a recursive algorithm based on stochastic approximation method for estimating the parameters of linear dynamic systems with differences of fractional order in the presence of noise of observation in the output signal. Prove the strong consistency, the resulting estimates, subject to the constraints that do not require knowledge of the distribution of noise.

Keywords

recursive identification; least squares method; the difference of fractional order; model output error; stochastic approximation

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UDC

517.254

Pages

1167-1169

References

1. Ivanov D.V. Identifikatsiya lineynykh dinamicheskikh sistem netselogo poryadka s pomekhoy v vykhodnom signale // Vestnik Tambovskogo universiteta. Seriya Estestvennye i tekhnicheskie nauki. 2013. T. 18. № 5-2. S. 2534-2536. 2. Ivanov D.V., Katsyuba O.A. O Sostoyatel'nosti otsenok parametrov ARX sistem drobnogo poryadka s pomekhoy v vykhodnom signale // Stokhasticheskaya optimizatsiya v informatike. 2013. T. 9. № 2. S. 21-32. 3. Ivanov D.V. Otsenivanie parametrov lineynykh ARX-sistem drobnogo poryadka s pomekhoy nablyudeniya vo vkhodnom signal // Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika. 2014. № 2 (27). S. 43-50. 4. Derevitskiy D.P., Fradkov A.L. Prikladnaya teoriya diskretnykh adaptivnykh sistem upravleniya. M.: Nauka, 1991. 215 s. 5. Ljung L. Analysis of recursive stochastic algorithm // IEEE Trans. Aut. Control. 1977. V.AC-22. № 4. P. 551-575.

Received

2015-06-10

Section of issue

Scientific articles

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