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arXiv 2002.06613eess.SYcs.SY
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乘性噪声背景下多弹道数据的线性系统辨识

Linear System Identification Under Multiplicative Noise from Multiple Trajectory Data

Yu Xing, Ben Gravell, Xingkang He, Karl Henrik Johansson, Tyler Summers

摘要:

乘性噪声模型的研究在控制理论中有着悠久的历史,但在复杂网络系统和基于学习的控制系统中又重新出现。本文研究了带乘性噪声的多状态轨迹线性系统辨识问题。我们提出了探索性的输入信号,同时估计标称系统参数和乘性噪声协方差矩阵的最小二乘算法。通过分析系统的一阶和二阶矩动力学,证明了协方差结构的可辨识性和最小二乘估计的渐近相合性。数值模拟的结果表明。

英文摘要:

The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with multiplicative noise from multiple state-input trajectory data. We propose exploratory input signals along with a least-squares algorithm to simultaneously estimate nominal system parameters and multiplicative noise covariance matrices. Identifiability of the covariance structure and asymptotic consistency of the least-squares estimator are demonstrated by analyzing first and second moment dynamics of the system. The results are illustrated by numerical simulations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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