Autor(es):
Simão, Tiago 
; Barão, Miguel ; Marques, Jorge S.
Data: 2012
Identificador Persistente: http://hdl.handle.net/10174/8091
Origem: Repositório Científico da Universidade de Évora
Detalhes do Documento
Recursive bayesian identification of nonlinear autonomous systems
Descrição
This paper concerns the recursive identification of nonlinear discrete-time systems for which the original equations of motion are not known. Since the true model structure is not available, we replace it with a generic nonlinear model. This generic model discretizes the state space into a finite grid and associates a set of velocity vectors to the nodes of the grid. The velocity vectors are then interpolated to define a vector field on the complete state space. The proposed method follows a Bayesian framework where the identified velocity vectors are selected by the maximum a posteriori (MAP) criterion. The resulting algorithms allow a recursive update of the velocity vectors as new data is obtained. Simulation examples using the recursive algorithm are presented.
This paper concerns the recursive identification of nonlinear discrete-time systems for which the original equations of motion are not known. Since the true model structure is not available, we replace it with a generic nonlinear model. This generic model discretizes the state space into a finite grid and associates a set of velocity vectors to the nodes of the grid. The velocity vectors are then interpolated to define a vector field on the complete state space. The proposed method follows a Bayesian framework where the identified velocity vectors are selected by the maximum a posteriori (MAP) criterion. The resulting algorithms allow a recursive update of the velocity vectors as new data is obtained. Simulation examples using the recursive algorithm are presented.
Tipo de Documento
Artigo
Idioma Português
Idioma Português
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