Identification of Linear Differential Systems on a Finite Time Interval Without Estimating the Initial State.

Abstract

Linear algebraic equations are derived for identifying the parameters of a linear multivariable differential system based on input-output data observed noise-free over a finite time interval. The technique circumvents the need for estimating the initial state of the system. The formulation allows for unknown input disturbances to the extent that such disturbances can be modeled by the free response of a linear differential equation. It is shown that a unique solution is obtained only if the component functions of the input-output data, together with a certain number of their derivatives, are linearly independent on the observation interval.

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1975
Accession Number
ADA013910

Entities

People

  • Allan E. Pearson

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Equations
  • Identification
  • Intervals
  • Linear Algebraic Equations
  • Linear Differential Equations
  • Mathematical Analysis
  • Mathematics
  • Nonlinear Differential Equations
  • Observation
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis