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内蒙古自治区呼和浩特市赛罕区大学西街235号 邮编: 010021
作者机构:NASALANGLEY RES CTRSPACECRAFT DYNAM BRANCHHAMPTONVA 23665
出 版 物:《JOURNAL OF GUIDANCE CONTROL AND DYNAMICS》 (制导、控制和动力学杂志)
年 卷 期:1992年第15卷第1期
页 面:88-95页
核心收录:
学科分类:12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 08[工学] 0804[工学-仪器科学与技术] 0825[工学-航空宇航科学与技术]
主 题:System Identification Space Structures Kalman Filter Gain Eigensystem Realization Algorithm Autoregressive Model Adaptive Filter White Noise Singular Value Decomposition Flexible Structures NASA Langley Research Center
摘 要:A novel approach is developed for identification of a state-space model and a Kalman filter gain from input and output data. There are four steps involved in this approach. First, the relation between a stochastic state-space model of a dynamical system and the coefficients of its autoregressive model with exogeneous input is derived. Second, an adaptive least-squares transversal predictor is used to estimate the coefficients of the model. Third, a state-space model and a steady-state Kalman filter gain of the dynamical system are then identified from the coefficients of the model by using the eigensystem realization algorithm. Fourth, a modal state estimator is constructed using the modal parameters of the identified model. On-line implementation of this algorithm can continually improve the modal parameters and the filter gain. It can also gradually update the system model when the system characteristics are slowly changing. Numerical examples are used to illustrate the feasibility of the new approach.