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Stochastic Approximation for Identification of Multivariable Systems

<p> In this thesis a non-parametric normalized stochastic approximation algorithm has been developed for the identification of multivariable systems from noisy data without prior knowledge of the statistics of measurement noise.</p> <p> The system model is first transformed into a special canonical form, then it is formulated in a non-parametric form. The parameters of this model are estimated through a normalized stochastic approximation algorithm. Finally, the system parameters are recovered from these estimates by another transformation.</p> <p> The proposed algorithm is applied to the identification of two simulated systems.</p> <p> Conclusions of this work and suggestions for future work are given.</p> / Thesis / Master of Engineering (MEngr)

Identiferoai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/17707
Date03 1900
CreatorsEl-Sherief, Hossny E.
ContributorsSinha, N.K., Electrical Engineering
Source SetsMcMaster University
Languageen_US
Detected LanguageEnglish
TypeThesis

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