IDENTIFICATION AND CONTROL OF LINEAR DISCRETE MULTIVARIABLE SYSTEMS WITH PROCESS NOISE

An algorithm is proposed for combined identification and control of linear discrete time multivariable systems. This algorithm is an extension of a recently proposed algorithm to handle the case where process noise is assumed to perturb the system dynamics. The modified algorithm uses a canonical in...

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Bibliographic Details
Published in:Cybernetics and systems 1983-01, Vol.14 (1), p.75-84
Main Author: EL-SHERIEF, H.
Format: Article
Language:English
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Summary:An algorithm is proposed for combined identification and control of linear discrete time multivariable systems. This algorithm is an extension of a recently proposed algorithm to handle the case where process noise is assumed to perturb the system dynamics. The modified algorithm uses a canonical innovation representation of the system where the parameters of the system matrices and the Kalman filter gain matrix are estimated with a normalized stochastic approximation algorithm. The combined problem is solved in a bootstrap manner in three separate stages; parameter identification, state estimation, and control. The proposed algorithm is computationally simple which makes it suitable for on-line applications.
ISSN:0196-9722
1087-6553
DOI:10.1080/01969728308927718