Nonlinear system on-line identification in presence of noise, using stochastic methods and analog equipment

This paper presents a survey of a number of techniques for the identification of dynamic systems using computer techniques. The techniques discussed are particularly suited to digital or hybrid com...

Analog methods for on-line system identification using noisy measurements.

System identification- an introduction and a survey:

(abridged): many of the present problems in automatic control economic systems and living organism can be converted to parameter optimization in stochastic systems. foremost among these problems are questions of the control of systems with incomplete information, learning problems, adaptive control, identification of objects, and the automatic synthesis of objects. such problems can be solved by stochastic approximation methods which are, essentially, iterative procedures. for this reason, great attention is paid to these methods in connection with practical applications. they were elaborated as a purely mathematical problem a long time ago and a number of valuable results are now available. not only the conditions of convergence,but some properties of the asymptotic speed of convergence are also known. in some cases, however, a disadvantage of stochastic approximations is the slow convergence to the desired extreme of the optimality criterion. at present, utmost attention is devoted to the elimination of these undesirable properties. unfortunately, practical requirements are often in disagreement with the assumptions from which we start when seeking more effective algorithms. (...);

adaptive stochastic approximations

: The focus of the working group was to identify the potential payoffs of broadband sensing/processing/modeling, quantify the value added (or potential value added) by each broadband payoff, determine the status of realizing each payoff, the references associated with its realization, and the issues that must be resolved for practical Fleet utility. The primary documented result of this initial meeting is this list of payoffs and the information associated with each payoff. This list is included as 14 'slides'. The intent of these spacious slides is to have reviewers/attendees amend/supplement these slides with their ideas, comments and feedback.

http://www.dtic.mil/cgi-bin/GetTRDoc?AD=ADA324494&Location=U2&doc=GetTRDoc.pdf

Broadband USW Processing Working Group: 1st Meeting Results, Comments & Recommendations.

Imitation of the operation of a real-world process or system over time

/pdf/a-continuous-kiefer-wolfowitz-procedure-for-random-processes-5fw0nuozn0.pdf

Analog methods for on-line system identification using noisy measurements.

Citations

System identification- an introduction and a survey:

adaptive stochastic approximations

Broadband USW Processing Working Group: 1st Meeting Results, Comments & Recommendations.

References

A Continuous Kiefer-Wolfowitz Procedure for Random Processes

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