Convergence rates are analyzed for Recursive Prediction (Output) Error Methods (RPEM) in the identification of linear state-space systems from (noisy) impulse response data) RPEM algorithms are derived which are suitable for the identification of the parameters in arbitrary state-space structures. Deterministic and stochastic versions of these identification algorithms are presented. These two classes indicate the number of realizations used in the identification, not the presence or absence of noise. The convergence analysis uses the eigen-information of the correlation matrix (really its inverse, the Fisher information matrix) for a chosen parameterization. This analysis explains why various state-space structures have different convergence properties, 1.e., why for the same system the estimation processes corresponding to different identification structures converge at different rates. The eigen-information of the parameter information matrix relates the system sensitivity and numerical conditioning in a manner which provides insight into the identification process. The relevant eigen-information is combined in the proposed scalar convergence time constant +. One important result is that identification of the usually identified direct form II parameters (the standard ARMA parameters) does not necessarily yield the fastest parameter set convergence for the system being identified. Identification from arbitrary input is also briefly considered, as is identification when the model order is different from the “true” system order. / Ph. D.
| Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/39893 |
| Date | 14 October 2005 |
| Creators | DeBrunner, Victor Earl |
| Contributors | Electrical Engineering, Beex, A. A. Louis, Beattie, Christopher A., Bingular, Stanoje P., Lindner, Douglas K., Riad, Sedki Mohamed |
| Publisher | Virginia Tech |
| Source Sets | Virginia Tech Theses and Dissertation |
| Language | English |
| Detected Language | English |
| Type | Dissertation, Text |
| Format | xi, 180 leaves, BTD, application/pdf, application/pdf |
| Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
| Relation | OCLC# 22250619, LD5655.V856_1990.D437.pdf |
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