Identification of Continuous-time Time-varying Stochastic Systems via Distribution-based Approach

Akira Ohsumi; Tsutomu Kawano

doi:10.5687/sss.2002.69

第33回ISCIE「確率システム理論と応用」国際シンポジウム(2001年10月, 栃木）

Identification of Continuous-time Time-varying Stochastic Systems via Distribution-based Approach

Akira Ohsumi, Tsutomu Kawano

著者情報

キーワード: Subspace identification, stochastic system, continuous-time system, time-varying system, distribution theory

ジャーナルフリー

2002 年 2002 巻 p. 69-74

DOI https://doi.org/10.5687/sss.2002.69

詳細

抄録

A novel method of subspace identification via distribution-based approach is proposed for a class of time-varying, continuous-time stochastic systems. Efficacy of the method is demonstrated by simulations.

責任著者(Corresponding author)

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