4- https://doi.org/10.1080/01969727808927569
ON SYSTEM IDENTIFICATION WITH AND WITHOUT CERTAINTY
- Apr 1, 1978
- Journal of Cybernetics
- Paul Kalata +1 more
Abstract Information-theoretic concepts are utilized to develop a procedure for identifying a parameter of a stochastic linear discrete time dynamic scalar system based on noisy linear measurements of the system's state. After various simplifying approximations, the derived error entropy identification algorithm reduces to an on-line adaptive identification algorithm that is similar in many respects to well-established identification techniques. Conditions under which the developed on-line adaptive algorithm identifies the system with certainty are presented. Using an error entropy estimation lower bound, which is independent of any estimation procedure, conditions for which identification cannot be made with certainty are also presented. Examples involving non-Gaussian statistics are used to illustrate the efficiency of the error entropy adaptive identification algorithm as well as to compare it with several other identification procedures.
- # Error Entropy
- # Adaptive Identification Algorithm
- # On-line Adaptive Algorithm
- # Adaptive Algorithm
- # Stochastic Linear Dynamic System
- # Linear Discrete Dynamic System
- # On-line Algorithm
- # Identification Procedures
- # Discrete Time Dynamic System
- # Parameter Of Dynamic System
