IDENTIFICATION OF THE INPUT DISTRIBUTION MATRIX FOR LINEAR DYNAMIC SYSTEMS OPERATING IN A STOCHASTIC ENVIRONMENT.

Abstract

An algorithm for the identification of the input distribution matrix of a linear, stationary system operating in a stochastic environment is derived. The identification is accomplished by defining a set of autocorrelation functions for a noise element composed of a linear combination of the input distribution matrix elements and the random excitations of the system. Another possible identification method employing a Kalman filter is discussed and the problems associated with its derivation are presented. Results of computer simulations for both methods are included. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1969
Accession Number
AD0705072

Entities

People

  • Michael Raymond Polk

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Autocorrelation
  • Computer Simulations
  • Computers
  • Environment
  • Excitation
  • Filters
  • Identification
  • Kalman Filters
  • Mathematical Analysis
  • Mathematics
  • Simulations
  • Simulators
  • Stationary
  • Statistical Algorithms

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.