scholarly journals Parameter estimation in continuous-time stochastic systems with correlated noises using the Kalman filter and Least Squares Method

2018 ◽  
Vol 51 (13) ◽  
pp. 309-313
Author(s):  
Escobar Jesica ◽  
Alexander Poznyak
2021 ◽  
pp. 107754632110191
Author(s):  
Fereidoun Amini ◽  
Elham Aghabarari

An online parameter estimation is important along with the adaptive control, that is, a time-dependent plant. This study uses both online identification and the simple adaptive control algorithm with velocity feedback. The recursive least squares method was used to identify the stiffness and damping parameters of the structure’s stories. Identification was carried out online without initial estimation and only by measuring the structural responses. The limited information regarding sensor measurements, parameter convergence, and the effects of the covariance matrix is examined. The integration of the applied online identification, the appropriate reference model selection in simple adaptive control, and adopting the proportional integral filter was used to limit the structural control response error. Some numerical examples are simulated to verify the ability of the proposed approach. Despite the limited information, the results show that the simultaneous use of online identification with the recursive least squares method and simple adaptive control algorithm improved the overall structural performance.


Automatica ◽  
1987 ◽  
Vol 23 (6) ◽  
pp. 707-718 ◽  
Author(s):  
S. Vajda ◽  
P. Valkó ◽  
K.R. Godfrey

2013 ◽  
Vol 51 (5) ◽  
pp. 626-632 ◽  
Author(s):  
Rigoberto Juarez-Salazar ◽  
Carlos Robledo-Sánchez ◽  
Cruz Meneses-Fabian ◽  
Fermin Guerrero-Sánchez ◽  
L.M. Arévalo Aguilar

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