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An estimated state-space model can possibly be improved by further iterations with estimation data. This contribution specifically studies if models obtained by subspace estimation can be improved by subsequent re-estimation of the B, C, and D matrices (which involves linear estimation problems). Several tests are performed, which shows that it is generally advisable to do such further re-estimation steps using the maximum likelihood criterion. Stated more succinctly in terms of MATLAB functions, ssest generally outperforms n4sid.
This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed, wherein a stat
This paper presents a dynamic state observer design for discrete-time linear time-varying systems that robustly achieves equalized recovery despite delayed or missing observations, where the set of all temporal patterns for the missing or delayed dat
This paper discusses linearized models of hydropower plants (HPPs). First, it reviews state-of-the-art models and discusses their non-linearities, then it proposes suitable linearization strategies for the plant head, discharge, and turbine torque. I
Risk-sensitive safety analysis is a safety analysis method for stochastic systems on Borel spaces that uses a risk functional from finance called Conditional Value-at-Risk (CVaR). CVaR provides a particularly expressive way to quantify the safety of
We present a method for incremental modeling and time-varying control of unknown nonlinear systems. The method combines elements of evolving intelligence, granular machine learning, and multi-variable control. We propose a State-Space Fuzzy-set-Based