Accession Number : AD0601844

Title :   IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS CRUFT LAB

Personal Author(s) : Ho,Yu-Chi ; Lee,Robert C. K.

Report Date : 25 MAY 1964

Pagination or Media Count : 31

Abstract : This report presents a real time computational scheme for the identification of linear dynamic system parameters. The method is shown to be convergent under stochastic environment for arbitrary initial estimates of the system parameters. Experiments with second- and fourth-order systems further verify the practicality of the method. Applications of the approach to adaptive prediction and filter design are direct and obvious. (Author)

Descriptors :   (*CONTROL SYSTEMS, LINEAR SYSTEMS), (*LINEAR SYSTEMS, IDENTIFICATION), REAL TIME, MONTE CARLO METHOD, LEAST SQUARES METHOD, SERIES(MATHEMATICS), STOCHASTIC PROCESSES, MATHEMATICAL PREDICTION, OPTIMIZATION, STABILITY

Distribution Statement : APPROVED FOR PUBLIC RELEASE