Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
ISSN-L : 1342-5668
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Volume 24, Issue 10
Displaying 1-3 of 3 articles from this issue
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Papers
  • Sampled-Data H2 Signal Reconstruction Approach to Weak Approximation Problem for Lévy Processes
    Kenji Kashima
    2011 Volume 24 Issue 10 Pages 241-249
    Published: 2011
    Released on J-STAGE: January 15, 2012
    DOIhttps://doi.org/10.5687/iscie.24.241
    JOURNAL FREE ACCESS
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    In many application areas, Lévy processes, a generalization of the Wiener process, are widely used in order to suitably capture sudden shifts or discrete-value nature in stochastic dynamical systems. In this paper, we formulate a weighting function conversion problem for weak approximation of Lévy processes. This problem covers many practically important problems, and is shown to be equivalent to a sampled-data H2 signal reconstruction problem. By virtue of a remarkable feature of Lévy processes, the main result provides a simple design procedure of suboptimal filters for this problem.
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  • Parameter Identification of Linear Approximation Models through Particle Filters
    Tetsuya Masuda, Toshiharu Sugie
    2011 Volume 24 Issue 10 Pages 250-254
    Published: 2011
    Released on J-STAGE: January 15, 2012
    DOIhttps://doi.org/10.5687/iscie.24.250
    JOURNAL FREE ACCESS
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    This paper considers system identification for linearly approximated models. Linear approximation models are useful for identification, but their accuracy may not be estimated by the conventional linear identification methods. This paper proposes a method to evaluate not only the system parameters but also the influence of the linear approximation errors in identification. The method is based on particle filters, which are known for its applicability to a wide class of nonlinear systems. Numerical examples are given to demonstrate the effectiveness of the proposed method in detail. Furthermore, experimental validation is performed for a simple pendulum system.
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