IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS,

Abstract

This report presents a real time computational scheme for the identification of linear dynamic system parameters. The method is shown to be convergent under stochastic environment for arbitrary initial estimates of the system parameters. Experiments with second- and fourth-order systems further verify the practicality of the method. Applications of the approach to adaptive prediction and filter design are direct and obvious. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 25, 1964
Accession Number
AD0601844

Entities

People

  • Robert C. K. Lee
  • Yu-chi Ho

Organizations

  • Harvard University

Tags

DTIC Thesaurus Topics

  • Biological Phenomena
  • Environment
  • Identification

Fields of Study

  • Engineering

Readers

  • Calculus or Mathematical Analysis
  • Parallel and Distributed Computing.
  • Statistical inference.