Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第47回ISCIE「確率システム理論と応用」国際シンポジウム(2015年12月, ホノルル)
Estimation of Parameters in the Linear Stochastic Dynamical System Driven by Colored Noise Sequence
Daisuke TeradaHirotada HashimotoAkihiko Matsuda
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ジャーナル フリー

2016 年 2016 巻 p. 125-131

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In this paper, an estimation procedure of parameters such as a damping coefficient and a natural frequency in the linear stochastic dynamical system (LSDS) driven by colored noise sequence is proposed based on a methodology applied bi–variate autoregressive (AR) modeling procedure. Ship’s roll motion, in which external disturbances such as waves and winds have strong frequency dependent, is treated as the subject. The verification of the proposed procedure is implemented by using results of onboard experiments that a ship ran in an octagon. Obtained findings are reported.
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© 2016 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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