Type of Document Master's Thesis Author Bennia, Abdelhak URN etd-03122013-040315 Title Mimo systems parameters identification Degree Master of Science Department Electrical Engineering Advisory Committee
Advisor Name Title VanLandingham, Hugh F. Committee Chair Baumann, William T. Committee Member Vorperian, Vatche Committee Member Keywords
- Parameter estimation
Date of Defense 1986-06-05 Availability restricted Abstract
In this thesis, a presentation of a new canonical representation of multi-input multioutput systems is given. The new characterization covers the full range of practical situations in linear systems according to the structural properties and model of the perturbations which are known. Its direct link to ARMA processes as well as to classical state space representation ls also given.
The importance of the new representation lies in the fact that all unknown parameters and state variables appear linearly multlplied by either external variables (inputs and outputs) that appear in the data record, or by matrices that are only composed of ieroes and ones. This property enables us to perform a joint state and parameters estimation. Moreover, if the noises are gaussian and their statistics are known, an on-line algorithm that involves a standard dlscrete-time time-varying Kalman filter is proposed and used successfully in the estimation of unknown parameters for simulated examples.
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