Yasumichi Hasegawa's Approximate and Noisy Realization of Discrete-Time Dynamical PDF

By Yasumichi Hasegawa

ISBN-10: 3540794336

ISBN-13: 9783540794332

This monograph offers with approximation and noise cancellation of dynamical structures which come with linear and nonlinear input/output family. will probably be of unique curiosity to researchers, engineers and graduate scholars who've really expert in ?ltering concept and method thought. From noisy or noiseless info, reductionwillbemade.Anewmethodwhichreducesnoiseormodelsinformation might be proposed. utilizing this system will permit version description to be handled as noise aid or version relief. As evidence of the e?cacy, this monograph offers new effects and their extensions that can even be utilized to nonlinear dynamical platforms. to offer the e?ectiveness of our approach, many genuine examples of noise and version details aid can be supplied. utilizing the research of country area procedure, the version aid challenge could have develop into an important topic of know-how after 1966 for emphasizing e?ciency within the ?elds of keep an eye on, economic climate, numerical research, and others. Noise aid difficulties within the research of noisy dynamical platforms might havebecomeamajorthemeoftechnologyafter1974foremphasizinge?ciencyin control.However,thesubjectsoftheseresearcheshavebeenmainlyconcentrated in linear platforms. In universal version aid of linear structures in use this present day, a novel worth decompositionofaHankelmatrixisusedto?ndareducedordermodel.However, the lifestyles of the stipulations of the lowered order version are derived with out evaluationoftheresultantmodel.Inthecommontypicalnoisereductionoflinear structures in use this present day, the order and parameters of the structures are made up our minds via minimizing details criterion. Approximate and noisy recognition difficulties for input/output relatives might be approximately acknowledged as follows: A. The approximate cognizance challenge. For any input/output map, ?nd one mathematical version such that it really is related totheinput/outputmapandhasalowerdimensionthanthegivenminimalstate spaceofadynamicalsystemwhichhasthesamebehaviortotheinput/outputmap. B. The noisy attention problem.

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Additional info for Approximate and Noisy Realization of Discrete-Time Dynamical Systems

Sample text

For reference, in the following table, we list the mean values of the sum of the square for the original signal, the obtained signal and the error to signal ratio. 26 for the noise to signal ratio. The model obtained by the CLS method is a 3-dimensional linear system which has the same number of dimensions as the number of the original system. The model obtained by the AIC method is a 7-dimensional linear system. Nevertheless, Fig. 9 indicates that the 7-dimensional linear system obtained by AIC is the system with the same error as in the CLS method.

Denotes the number of examples in this chapter. ’ denotes the number of dimensions of the original systems. Numbers in the upper stand denote the number of dimensions of the obtained ones. Numbers in the lower stand denote the root mean square error. 6 Historical Notes and Concluding Remarks Approximate realization and noisy realization problems of linear systems were studied with the notion of the ratio of Hankel norm and the CLS method. The ratio of Hankel norm is used for determining the dimension of a state space and the CLS method is used for determining the parameters of linear systems.

In this example, the original signal is considered as the impulse response of a 4-dimensional linear system and the desirable impulse response is obtained by two methods, that is, the CLS and AIC methods. For reference, in the following table, we list the mean values of the sum of the square for the original signal, the obtained signal and the error to signal ratio. 26 for the noise to signal ratio. 5 Noisy Realization of Linear Systems 49 The 5-dimensional linear system obtained by the CLS method has the same number of dimensions as the number of the original system.

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Approximate and Noisy Realization of Discrete-Time Dynamical Systems by Yasumichi Hasegawa


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