Minimax identification of a nonlinear dynamic observation system

被引：1
|
作者：
Pankov, AR [1 ]
Popov, AS [1 ]
机构：
[1] State Tech Univ, Moscow State Aviat Inst, Moscow, Russia
来源：
AUTOMATION AND REMOTE CONTROL | 2004年 / 65卷 / 02期
关键词：
Covariance; Mechanical Engineer; Theoretical Result; Nonlinear Dynamic; System Theory;
D O I：
10.1023/B:AURC.0000014726.04297.31
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Minimax optimization of the estimate of parameters of a nonlinear observation model containing random errors with unknown covariance matrices is investigated. An iteration algorithm for computing the minimax estimate is designed and its convergence is demonstrated. Theoretical results are tested by concrete examples.
引用
收藏
页码：291 / 298
页数：8
相关论文
共 50 条
  • [1] Minimax Identification of a Nonlinear Dynamic Observation System
    A. R. Pankov
    A. S. Popov
    Automation and Remote Control, 2004, 65 : 291 - 298
  • [2] ALGORITHMS FOR OBSERVATION AND IDENTIFICATION OF NONLINEAR DYNAMIC OBJECTS
    RUBAN, AI
    ENGINEERING CYBERNETICS, 1971, 9 (03): : 572 - +
  • [3] Identification of nonlinear dynamic system with SVR
    Wu Dehui
    Proceedings of the 26th Chinese Control Conference, Vol 3, 2007, : 99 - 102
  • [4] Guest editorial: Advances in nonlinear observation and identification for dynamic systems
    Basin, Michael
    Shtessel, Yuri
    JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2010, 347 (06): : 895 - 898
  • [5] Identification of local nonlinear parameters of a dynamic system by dynamic programming
    Wu, Zhigang
    Wang, Tianshu
    Wang, Benli
    Ma, XingRui
    Zhendong Gongcheng Xuebao/Journal of Vibration Engineering, 1998, 11 (03): : 298 - 304
  • [6] Nonlinear dynamic system identification with Dynamic Recurrent Neural Networks
    Calderon, G
    Draye, JP
    Pavisic, D
    Teran, R
    Libert, G
    INTERNATIONAL WORKSHOP ON NEURAL NETWORKS FOR IDENTIFICATION, CONTROL, ROBOTICS, AND SIGNAL/IMAGE PROCESSING - PROCEEDINGS, 1996, : 49 - 54
  • [7] Dynamic wavelet neural network for nonlinear dynamic system identification
    Tan, YH
    Dang, XJ
    Liang, F
    Su, CY
    PROCEEDINGS OF THE 2000 IEEE INTERNATIONAL CONFERENCE ON CONTROL APPLICATIONS, 2000, : 214 - 219
  • [8] Identification and observation of mechatronic systems including multidimensional nonlinear dynamic functions
    Hofmann, S
    Treichl, T
    Schröder, D
    7TH INTERNATIONAL WORKSHOP ON ADVANCED MOTION CONTROL, PROCEEDINGS, 2002, : 285 - 290
  • [9] FINDING THE MINIMAX WITH THE AID OF A DYNAMIC SYSTEM
    EFIMOVA, NV
    AUTOMATION AND REMOTE CONTROL, 1989, 50 (05) : 614 - 618
  • [10] Stochastic nonlinear minimax dynamic games with noisy measurements
    Charalambous, CD
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2003, 48 (02) : 261 - 266
12345