System Identification Parameter and State Estimation PDF Download

Author: P. Eykhoff
Publisher: Chichester ; New York : Wiley
ISBN:
Category : Mathematics
Languages : en
Pages : 584

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Book Description

Author: Pieter Eykhoff
Publisher:
ISBN: 9780783795058
Category : Estimation theory
Languages : en
Pages : 555

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Book Description

Author: Lennart Ljung
Publisher: Pearson Education
ISBN: 0132440539
Category : Technology & Engineering
Languages : en
Pages : 873

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Book Description
The field's leading text, now completely updated. Modeling dynamical systems — theory, methodology, and applications. Lennart Ljung's System Identification: Theory for the User is a complete, coherent description of the theory, methodology, and practice of System Identification. This completely revised Second Edition introduces subspace methods, methods that utilize frequency domain data, and general non-linear black box methods, including neural networks and neuro-fuzzy modeling. The book contains many new computer-based examples designed for Ljung's market-leading software, System Identification Toolbox for MATLAB. Ljung combines careful mathematics, a practical understanding of real-world applications, and extensive exercises. He introduces both black-box and tailor-made models of linear as well as non-linear systems, and he describes principles, properties, and algorithms for a variety of identification techniques: Nonparametric time-domain and frequency-domain methods. Parameter estimation methods in a general prediction error setting. Frequency domain data and frequency domain interpretations. Asymptotic analysis of parameter estimates. Linear regressions, iterative search methods, and other ways to compute estimates. Recursive (adaptive) estimation techniques. Ljung also presents detailed coverage of the key issues that can make or break system identification projects, such as defining objectives, designing experiments, controlling the bias distribution of transfer-function estimates, and carefully validating the resulting models. The first edition of System Identification has been the field's most widely cited reference for over a decade. This new edition will be the new text of choice for anyone concerned with system identification theory and practice.

Author: Paul Van Den Hof
Publisher: Elsevier
ISBN: 9780080437095
Category : Science
Languages : en
Pages : 2080

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Book Description
The scope of the symposium covers all major aspects of system identification, experimental modelling, signal processing and adaptive control, ranging from theoretical, methodological and scientific developments to a large variety of (engineering) application areas. It is the intention of the organizers to promote SYSID 2003 as a meeting place where scientists and engineers from several research communities can meet to discuss issues related to these areas. Relevant topics for the symposium program include: Identification of linear and multivariable systems, identification of nonlinear systems, including neural networks, identification of hybrid and distributed systems, Identification for control, experimental modelling in process control, vibration and modal analysis, model validation, monitoring and fault detection, signal processing and communication, parameter estimation and inverse modelling, statistical analysis and uncertainty bounding, adaptive control and data-based controller tuning, learning, data mining and Bayesian approaches, sequential Monte Carlo methods, including particle filtering, applications in process control systems, motion control systems, robotics, aerospace systems, bioengineering and medical systems, physical measurement systems, automotive systems, econometrics, transportation and communication systems *Provides the latest research on System Identification *Contains contributions written by experts in the field *Part of the IFAC Proceedings Series which provides a comprehensive overview of the major topics in control engineering.

Author: Tien-Li Chia
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description

Author: R. Isermann
Publisher: Elsevier
ISBN: 148313945X
Category : Technology & Engineering
Languages : en
Pages : 93

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Book Description
System Identification is a special section of the International Federation of Automatic Control (IFAC)-Journal Automatica that contains tutorial papers regarding the basic methods and procedures utilized for system identification. Topics include modeling and identification; step response and frequency response methods; correlation methods; least squares parameter estimation; and maximum likelihood and prediction error methods. After analyzing the basic ideas concerning the parameter estimation methods, the book elaborates on the asymptotic properties of these methods, and then investigates the application of the methods to particular model structures. The text then discusses the practical aspects of process identification, which includes the usual, general procedures for process identification; selection of input signals and sampling time; offline and on-line identification; comparison of parameter estimation methods; data filtering; model order testing; and model verification. Computer program packages are also discussed. This compilation of tutorial papers aims to introduce the newcomers and non-specialists in this field to some of the basic methods and procedures used for system identification.

Author: Tien-Li Chia
Publisher:
ISBN:
Category :
Languages : en
Pages : 260

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Book Description

Author: Rolf Isermann
Publisher: Springer
ISBN: 9783540871552
Category : Technology & Engineering
Languages : en
Pages : 705

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Book Description
Precise dynamic models of processes are required for many applications, ranging from control engineering to the natural sciences and economics. Frequently, such precise models cannot be derived using theoretical considerations alone. Therefore, they must be determined experimentally. This book treats the determination of dynamic models based on measurements taken at the process, which is known as system identification or process identification. Both offline and online methods are presented, i.e. methods that post-process the measured data as well as methods that provide models during the measurement. The book is theory-oriented and application-oriented and most methods covered have been used successfully in practical applications for many different processes. Illustrative examples in this book with real measured data range from hydraulic and electric actuators up to combustion engines. Real experimental data is also provided on the Springer webpage, allowing readers to gather their first experience with the methods presented in this book. Among others, the book covers the following subjects: determination of the non-parametric frequency response, (fast) Fourier transform, correlation analysis, parameter estimation with a focus on the method of Least Squares and modifications, identification of time-variant processes, identification in closed-loop, identification of continuous time processes, and subspace methods. Some methods for nonlinear system identification are also considered, such as the Extended Kalman filter and neural networks. The different methods are compared by using a real three-mass oscillator process, a model of a drive train. For many identification methods, hints for the practical implementation and application are provided. The book is intended to meet the needs of students and practicing engineers working in research and development, design and manufacturing.

Author: Samandeep Singh Dhaliwal
Publisher:
ISBN:
Category :
Languages : en
Pages : 166

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Book Description
The problem of parameter and state estimation of a class of nonlinear systems is addressed. An adaptive identifier and observer are used to estimate the parameters and the state variables simultaneously. The proposed method is derived using a new formulation. Uncertainty sets are defined for the parameters and a set of auxiliary variables for the state variables. An algorithm is developed to update these sets using the available information. The algorithm proposed guarantees the convergence of parameters and the state variables to their true value. In addition to its application in difficult estimation problems, the algorithm has also been adapted to handle fault detection problems. The technique of estimation is applied to two broad classes of systems. The first involves a class of continuous time nonlinear systems subject to bounded unknown exogenous disturbance with constant parameters. Using the proposed set-based adaptive estimation, the parameters are updated only when an improvement in the precision of the parameter estimates can be guaranteed. The formulation provides robustness to parameter estimation error and bounded disturbance. The parameter uncertainty set and the uncertainty associated with an auxiliary variable is updated such that the set is guaranteed to contain the unknown true values. The second class of system considered is a class of nonlinear systems with timevarying parameters. Using a generalization of the set-based adaptive estimation technique proposed, the estimates of the parameters and state are updated to guarantee convergence to a neighborhood of their true value. The algorithm proposed can also be extended to detect the fault in the system, injected by drastic change in the time-varying parameter values. To study the practical applicability of the developed method, the estimation of state variables and time-varying parameters of salt in a stirred tank process has been performed. The results of the experimental application demonstrate the ability of the proposed techniques to estimate the state variables and time-varying parameters of an uncertain practical system.

Author: Robert Haber
Publisher: Springer Science & Business Media
ISBN: 9780792358572
Category : Computers
Languages : en
Pages : 428

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Book Description
This is the second part of a two-volume handbook presenting a comprehensive overview of nonlinear dynamic system identification. The books include many aspects of nonlinear processes such as modelling, parameter estimation, structure search, nonlinearity and model validity tests.