Granichin, O.; Ivanskiy, Y.; Kopylova, K.D. Dynamic System Identification via Randomized Stochastic Optimization Under Unknown-but-Bounded Noise. Preprints2023, 2023120504. https://doi.org/10.20944/preprints202312.0504.v1
APA Style
Granichin, O., Ivanskiy, Y., & Kopylova, K.D. (2023). Dynamic System Identification via Randomized Stochastic Optimization Under Unknown-but-Bounded Noise. Preprints. https://doi.org/10.20944/preprints202312.0504.v1
Chicago/Turabian Style
Granichin, O., Yury Ivanskiy and Kseniia Denisovna Kopylova. 2023 "Dynamic System Identification via Randomized Stochastic Optimization Under Unknown-but-Bounded Noise" Preprints. https://doi.org/10.20944/preprints202312.0504.v1
Abstract
Discretization in time and in the state space of the system leads to the necessity to solve the parameter identification problems for dynamic systems in a limited time (at a finite time interval) using observations obtained under the influence of unknown-but-bounded noise. Finding the solution in this case is more difficult compared to traditional identification problem setting which considers random independent zero-mean noise. For system parameter identification problem under unknown-but-bounded noise, a randomized stochastic optimization algorithm is given in the paper, estimates for the mean square values of the residuals for a finite observation interval are obtained. An example of application of the given method to the problem of tuning the parameters of a multi-mirror telescope is considered.
Copyright:
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