講演・口頭発表等

国際会議
2019年9月11日

Covariance of the Coefficient of the Transfer Function Estimated via PO-MOESP Method

Proceedings of SICE Annual Conference 2019
  • 池田 建司
  • ,
  • 田中 秀幸

記述言語
英語
会議種別
主催者
The Society of Instrument and Control Engineers
開催地
Hiroshima

This paper analyzes the covariance of the estimated system matrices in PO-MOESP method and applies the result to the calculation of the covariance of the coefficient of the transfer function obtained from the estimated system matrices. In the analysis of the covariance of the system matrices, consistent estimates of Kalman gain and the covariance of the innovations process are utilized. Unscented transformation is applied to calculate the covariance of the coefficient of the transfer function. A numerical simulation is shown to illustrate the validity of the analysis.

リンク情報
URL
https://web.db.tokushima-u.ac.jp/cgi-bin/edb_browse?EID=364193