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http://dx.doi.org/10.5050/KSNVN.2007.17.10.918

System Identification Using Stochastic Output Only  

Park, Sung-Man (고려대학교 제어계측공학과)
Lee, Dong-Hee (고려대학교 제어계측공학과)
Lee, Jong-Bok (고려대학교 제어계측공학과)
Kwon, O-Shin (고려대학교 제어계측공학과)
Kim, Jin-Sung (고려대학교 제어계측공학과)
Heo, Hoon (고려대학교 제어계측공학과)
Publication Information
Transactions of the Korean Society for Noise and Vibration Engineering / v.17, no.10, 2007 , pp. 918-922 More about this Journal
Abstract
Most of the study on system identification has been carried out using input/output relation in physical domain. However identification concept of stochastic system has not been reported up to now. Interest is focused to identify an unknown dynamic system under random external disturbances which is not possible to measure. A concept to identify the system parameters in stochastic domain is proposed and implemented in terms of simulation. Attempt has been made to identify the system parameters in inverse manner in stochastic domain based on system output only. Simulation is conducted to reveal quite noticeable performance of the proposed concept.
Keywords
System Identification; Stochastic Domain; F-P-K(Fokker-Planck-Kolmogorov) Equation;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
연도 인용수 순위
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