極の推定値の共分散に基づくシステム同定のための最適サンプリング周期の選定

概要

論文の詳細を見る
In this paper, we propose an approach to choose the optimal sampling period for system identification on the basis of the covariance matrix of estimates of pales for a continuous system. This matrix can be easily obtained from the covariance matrix of poles of the corresponding discrete model making use of the simple transformation of poles between s- and z-plane. The covariance matrix of poles of discrete model is calculated from the covariance matrix resulting from the maximum likelihood estimation of parameters of the discrete model, applying the relation between roots and coefficients of the characteristic equation.Our approach is practical and usefull since the algorithm is so simple that the optimal sampling period can be determined for general systems through several experiments with different sampling periods.
公益社団法人計測自動制御学会の論文