Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Inversion of non-linear stochastic models for the purpose of parameter estimation
KTH, Superseded Departments, Signals, Sensors and Systems. (Reglerteknik)
KTH, Superseded Departments, Signals, Sensors and Systems. (Reglerteknik)ORCID iD: 0000-0002-9368-3079
2001 (English)In: International Journal of Control, ISSN 0020-7179, E-ISSN 1366-5820, Vol. 74, no 18, 1783-1795 p.Article in journal (Refereed) Published
Abstract [en]

Prediction error and maximum likelihood estimation of non-linear stochastic models requires inversion of the model, a step which may require substantial efforts, either in terms of manual calculations or through the use of software capable of symbolic computations. In this paper we show that model inversion can be easily implemented in numerical software such as, e.g. Simulink and Matrix(X), by means of a feedback connection based on the model. It is further shown how the gradients, used for the optimization of the cost function, can be generated by a linear time-varying feedback system associated with the non-linear model. In addition, we derive sufficient conditions for the existence of a stable causal inverse as well as sufficient conditions for the initial transient to decay. These conditions are given in terms of properties for a linear time-varying system associated with the non-linear model. The method is illustrated on numerical examples.

Place, publisher, year, edition, pages
2001. Vol. 74, no 18, 1783-1795 p.
Keyword [en]
system-identification
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-21190ISI: 000172900600009OAI: oai:DiVA.org:kth-21190DiVA: diva2:339887
Note
QC 20100525 NR 20140804Available from: 2010-08-10 Created: 2010-08-10 Last updated: 2017-12-12Bibliographically approved

Open Access in DiVA

No full text

Authority records BETA

Hjalmarsson, Håkan

Search in DiVA

By author/editor
Markusson, OlaHjalmarsson, Håkan
By organisation
Signals, Sensors and Systems
In the same journal
International Journal of Control
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 32 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf