Adaptive filtering prediction and control by Graham C Goodwin

By Graham C Goodwin

This unified survey of the idea of adaptive filtering, prediction, and regulate specializes in linear discrete-time platforms and explores the usual extensions to nonlinear platforms. in line with the significance of desktops to useful purposes, the authors emphasize discrete-time structures. Their procedure summarizes the theoretical and sensible elements of a giant type of adaptive algorithms.
Ideal for complicated undergraduate and graduate sessions, this therapy comprises components. the 1st part issues deterministic platforms, protecting versions, parameter estimation, and adaptive prediction and keep an eye on. the second one half examines stochastic structures, exploring optimum filtering and prediction, parameter estimation, adaptive filtering and prediction, and adaptive regulate. broad appendices provide a precis of proper heritage fabric, making this quantity principally self-contained. Readers will locate that those theories, formulation, and purposes are relating to numerous fields, together with biotechnology, aerospace engineering, laptop sciences, and electric engineering. 

Show description

Read Online or Download Adaptive filtering prediction and control PDF

Similar system theory books

Adaptive Control Design and Analysis

Perceiving a necessity for a scientific and unified knowing of adaptive keep an eye on thought, electric engineer Tao provides and analyzes universal layout ways with the purpose of overlaying the basics and cutting-edge of the sphere. Chapters disguise platforms thought, adaptive parameter estimation, adaptive nation suggestions regulate, continuous-time version reference adaptive keep an eye on, discrete-time version reference adaptive regulate, oblique adaptive keep watch over, multivariable adaptive regulate, and adaptive keep an eye on of platforms with nonlinearities.

Recent Progress in Robotics: Viable Robotic Service to Human: An Edition of the Selected Papers from the 13th International Conference on Advanced ... Notes in Control and Information Sciences)

This quantity is an version of the papers chosen from the thirteenth overseas convention on complicated Robotics, ICAR 2007, held in Jeju, Korea, August 22-25, 2007, with the subject: doable Robotics provider to Human. it really is meant to convey readers the latest technical development in robotics, specifically, towards the development of robot provider to human.

Nonlinear Model Predictive Control: Theory and Algorithms

This publication bargains readers an intensive and rigorous advent to nonlinear version predictive regulate (NMPC) for discrete-time and sampled-data structures. NMPC schemes with and with no stabilizing terminal constraints are special, and intuitive examples illustrate the functionality of other NMPC variations.

Automated transit systems: planning, operation, and applications

A entire dialogue of computerized transit This booklet analyzes the winning implementations of automatic transit in a variety of countries, resembling Paris, Toronto, London, and Kuala Lumpur, and investigates the plain loss of computerized transit functions within the city surroundings within the usa.

Additional info for Adaptive filtering prediction and control

Example text

2) is said to be uniformly observable if any initial state x ( t o ) can be uniquely determined for all input sequences { u ( t ) ; t = t o i, i = 0, 1, . . , n - 1) given an input sequence and the corresponding output sequence { y ( t ) ;t = t o i, i = 0, 1, . . ,n - 13. + + TTT In the sequel we shall take b = 0 since it is easily established that observability is not affected by the term bu(t). 1. 4) Proof. - . y(t + n This equation is uniquely solvable for x ( t ) I)]' = M ( t ) x ( t ) if and only if rank M ( t ) = n.

In this section, for simplicity, we restrict ourselves to the single-input single-output case. 2) R, and A , N , b, and c have appropriate dimensions. Models for Deterministic Dynamicat Systems Chap. 1). This is more difficult than for the linear case, because of the direct interaction of u and x via the term uNx. Our treatment here will be brief. Further details may be found in Williamson (1977), Funahashi (1979), and Long, Goodwin, and Teoh (1982). A. 2) is said to be uniformly observable if any initial state x ( t o ) can be uniquely determined for all input sequences { u ( t ) ; t = t o i, i = 0, 1, .

9) i= 1 where (i) Each pi(i = 0, . . , n) is a nonlinear function of u(t), u(t - l), . . , u(t - n + 1). + (ii) y(t 1) is a linear function of u(t). 9) still applies, but in addition each pi is a polynomial in u(t) u(t - n 1). + Proof. 10) - + - + where is a polynomial function of u(t) . u(t n - 1) which is linear in u(t n - 1). 10). 9). Conditions (i) and (ii) follow from the construction. (b) For a strongly uniformly observable system det M ( t ) = k [independent of u(t) . 12) k a]. 11) yields the desired result.

Download PDF sample

Rated 4.03 of 5 – based on 34 votes