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Vestnik YuUrGU. Ser. Mat. Model. Progr., 2016, Volume 9, Issue 2, Pages 90–102 (Mi vyuru317)  

Mathematical Modelling

Active parametric identification of Gaussian linear discrete system based on experiment design

V. M. Chubich, O. S. Chernikova, E. A. Beriket

Novosibirsk State Technical University, Novosibirsk, Russian Federation

Abstract: The application of methods of theory of experiment design for the identification of dynamic systems allows the researcher to gain more qualitative mathematical model compared with the traditional methods of passive identification. In this paper, the authors summarize results and offer the algorithms of active identification of the Gaussian linear discrete systems based on the design inputs and initial states. We consider Gaussian linear discrete systems described by state space models, under the assumption that unknown parameters are included in the matrices of the state, control, disturbance, measurement, covariance matrices of system noise and measurement. The original software for active identification of Gaussian linear discrete systems based on the design inputs and initial states are developed. Parameter estimation is carried out using the maximum likelihood method involving the direct and dual procedures for synthesizing A- and D- optimal experiment design. The example of the model structure for the control system of submarine shows the effectiveness and appropriateness of procedures for active parametric identification.

Keywords: parameter estimation; maximum likelihood method; Kalman filter; experiment design; (Fisher) information matrix.

Funding Agency Grant Number
Ministry of Education and Science of the Russian Federation 2014/138
The work is executed under the auspices of the Ministry of education and science of the Russian Federation (№ 2014/138, project № 1689).


DOI: https://doi.org/10.14529/mmp160208

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Bibliographic databases:

UDC: 618.5.015
MSC: 93E12
Received: 24.04.2015
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Citation: V. M. Chubich, O. S. Chernikova, E. A. Beriket, “Active parametric identification of Gaussian linear discrete system based on experiment design”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 9:2 (2016), 90–102

Citation in format AMSBIB
\Bibitem{ChuCheBer16}
\by V.~M.~Chubich, O.~S.~Chernikova, E.~A.~Beriket
\paper Active parametric identification of Gaussian linear discrete system based on experiment design
\jour Vestnik YuUrGU. Ser. Mat. Model. Progr.
\yr 2016
\vol 9
\issue 2
\pages 90--102
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\crossref{https://doi.org/10.14529/mmp160208}
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\elib{http://elibrary.ru/item.asp?id=26224826}


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