IDENTIFICATION OF BOTH CLOSED-AND OPEN-LOOP STOCHASTIC SYSTEM WHILE STABILIZING IT

Han Fu CHEN

Journal of Systems Science & Complexity ›› 2002, Vol. 15 ›› Issue (1) : 1-017.

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PDF(749 KB)
Journal of Systems Science & Complexity ›› 2002, Vol. 15 ›› Issue (1) : 1-017.
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IDENTIFICATION OF BOTH CLOSED-AND OPEN-LOOP STOCHASTIC SYSTEM WHILE STABILIZING IT

  • Han Fu CHEN
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Abstract

This paper proposes a recursive algorithm estimating coefficients of the linear stochastic contril system (ARX system ) drivenby a martingale difference sequence,while adaptively stabiizing the system without introducing external excitation signal.

Key words

System identification / ARX system / unstable / nonminimum-phase / strong consistency

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Han Fu CHEN. IDENTIFICATION OF BOTH CLOSED-AND OPEN-LOOP STOCHASTIC SYSTEM WHILE STABILIZING IT. Journal of Systems Science and Complexity, 2002, 15(1): 1-017
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