Abstract
We formulate an identification procedure for multi-input/ multi-output linear continuous time systems with jump parameters in the absence of observation noise. We assume that the parameters of the system depend on a Markov chain whose matrix of transition rates is unknown. We propose discrete time parameter estimation methods for the continuous time system to be identified. This includes a procedure for estimating the statistics of the Markov chain driving the parameter jumps.
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© 1990 Birkhäuser Boston
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Schwartz, C.A., Özbay, H. (1990). An Identification Procedure for Linear Continuous Time Systems with Jump Parameters. In: Kaashoek, M.A., van Schuppen, J.H., Ran, A.C.M. (eds) Realization and Modelling in System Theory. Progress in Systems and Control Theory, vol 3. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-3462-3_52
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DOI: https://doi.org/10.1007/978-1-4612-3462-3_52
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4612-8033-0
Online ISBN: 978-1-4612-3462-3
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