Off-line parameter identification of stochastic systems
- 1 July 1976
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 7 (7) , 839-846
- https://doi.org/10.1080/00207727608941968
Abstract
The main objective of the present paper is to extend some previously reported results (Kudva-Narandra 1974) to a class of stochastic system. The parameter identification scheme suggested in this paper requires two different measurements associated with an open-loop and a closed-loop systems. The stability of the closed-loop system along with the knowledge on the order of system are assumed. The stochastic version of Lyapunov's second method, along with a modified Meyer-Kalman-Yakubovich (M.K.Y.) lemma is used in deriving the stability properties of the parameter identification scheme.Keywords
This publication has 3 references indexed in Scilit:
- Frequency-domain criterion for stability of stochastic linear time-varying systemsInternational Journal of Systems Science, 1976
- Synthesis of an adaptive observer using Lyapunov's direct methodInternational Journal of Control, 1973
- Frequency-domain criteria for stability of a class of nonlinear stochastic systemsIEEE Transactions on Automatic Control, 1973