Korbicz, Józef - red. ; Uciński, Dariusz - red.
This paper considers the properties of a minimum variance self-tuning tracker for MIMO systems described by ARMAX models. It is assumed that the stochastic noise has a non-Gaussian distribution. Such an assumption introduces into a recursive algorithm a nonlinear transformation of the prediction error. ; The system under consideration is minimum phase with different dimensions for input and output vectors. In the paper the concept of Kronecker's product is used, which allows us to represent unknown parameters in the form of vectors. For parameter estimation a stochastic approximation algorithm is employed. Using the concept of the stochastic Lyapunov function, global stability and optimality of the feedback system are established.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 15, number 3 (2005) ; click here to follow the link
Biblioteka Uniwersytetu Zielonogórskiego
Sep 7, 2021
Aug 20, 2020
57
https://zbc.uz.zgora.pl/publication/64079
Edition name | Date |
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Stochastic multivariable self-tuning tracker for non-Gaussian systems | Sep 7, 2021 |
Trabucho, Luis Sofonea, Mircea - ed. Viano, Juan M. - ed.
Chenafa, Mohammed Mansouri, Abdellah Bouhenna, Abderrahmane Etien, Eric Belaidi, Abdelkader Denai, Mouloud Azzedine Korbicz, Józef - red. Uciński, Dariusz - red.
Foryś, Urszula Marciniak-Czochra, Anna Kimmel, Marek - red. Lachowicz, Mirosław - red. Świerniak, Andrzej - red.
Zhang, Qianhong Yang, Lihui Liao, Daixi Korbicz, Józef - red. Uciński, Dariusz - red.
Kowalczuk, Zdzisław Suchomski, Piotr Białaszewski, Tomasz Korbicz, Józef - red. Patton, Ronald J. - red.
Anita, Sebastian Arino, Ovide - ed.
Świerniak, Andrzej (1950- ) Ledzewicz, Urszula Schättler, Heinz Kimmel, Marek - red. Lachowicz, Mirosław - red. Świerniak, Andrzej - red.
Kowalczuk, Zdzisław Białaszewski, Tomasz Korbicz, Józef - red.