Recursive Relaxation Identification of Linear Multivariable Systems with Its Parallel Algorithm Conference Paper uri icon

abstract

  • In this paper, we propose a new method for the identification of discrete-time linear multivariable systems. This method comprise three recursive computation schemes including two parameter estimate schemes for both state equation and observation equation, respectively, and the state estimate scheme via Kalman filtering. We call this method the Recursive Relaxation Identification, abbreviated as RRI. Compared with the existing methods, the RRI algorithm has advantages of simplification, fast computation and high efficiency, and is suitable for fast real-time on-line adaptive identification of linear multivariable systems.

published proceedings

  • Proceedings of the Joint Conference on Information Sciences

author list (cited authors)

  • Lu, M., & Liu, K.

complete list of authors

  • Lu, M||Liu, K

publication date

  • December 1994