Randomized algorithm for simultaneous identification of linear systems

Bijoy K. Ghosh, Heinz Schattler

Research output: Contribution to journalConference article

Abstract

The authors propose, for the first time in system theory, a robust version of the well-known system identification problem. The problem, which they call the simultaneous identification problem, arises in trying to identify the parameters of a time-varying system. In the past, an identifier for a time-varying system was constructed by an immediate generalization of the ideas pertaining to a time invariant system. Unless the time variation of the plant is assumed to be slow, such an identification scheme would result in poor performance. As an alternative, a randomized algorithm is presented, and its convergence is investigated.

Original languageEnglish
Pages (from-to)1538-1539
Number of pages2
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - 1988
EventProceedings of the 27th IEEE Conference on Decision and Control - Austin, TX, USA
Duration: Dec 7 1988Dec 9 1988

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