Mathematical Control Theory

Identification algorithm for static object: transition from space of inputs-outputs to space of parameters estimates

S. S. Gusev

Institute of Control Sciences of RAS

Abstract: We suggest an algorithm to identify a static control object with restrictions. We start with the case when the output measurement error leads to some probability of parameter estimates to leave the admissible set for all n-dimensional blocks. We then consider the case of large errors, when this probability is equal to zero. We study the connection between errors and probabilities using the Cramer formula.

Keywords: identification, restrictions, static control object, parameter estimation, output measurement error.

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