Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: Stochastic multivariable self-tuning tracker for non-Gaussian systems
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
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.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 15, number 3 (2005) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2005)
Last modified:
Jul 14, 2025
In our library since:
Aug 20, 2020
Number of object content hits:
133
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/64079
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15, number 1 (2005)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15, number 2 (2005)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15, number 3 (2005)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15, number 4 (2005)
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| Edition name | Date |
|---|---|
| Stochastic multivariable self-tuning tracker for non-Gaussian systems | Jul 14, 2025 |
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