Grey-box modelling and identification using physical knowledge and Bayesian techniques. (English) Zbl 0800.93080


93A30 Mathematical modelling of systems (MSC2010)
62A01 Foundations and philosophical topics in statistics
Full Text: DOI


[1] Akaike, H., A new look at statistical model identification, IEEE Trans., AC-19, 716 (1974) · Zbl 0314.62039
[2] Akaike, H., A new look at the Bayes procedure, Biometrica, 65, 53-59 (1978) · Zbl 0373.62008
[3] Akaike, H., The selection of smoothness priors for lag estimation, (Goel, P.; Zellner, A., Bayesian Inference and Decision Techniques (1986), Elsevier: Elsevier Amsterdam), 109-118
[4] Aken, P. A.van, Constrained identification using physical knowledge, (Masters thesis (1987), Dept. of Mathematics, Twente Univ. of Technology)
[5] Bard, Y., (Nonlinear Parameter Estimation (1974), Academic Press: Academic Press New York) · Zbl 0345.62045
[6] Box, G. E.P.; Tiao, G. C., (Bayesian Inference in Statistical Analysis (1973), Addison-Wesley: Addison-Wesley New York) · Zbl 0271.62044
[7] Casti, J. L., (Dynamical Systems and their Applications (1977), Academic Press: Academic Press New York) · Zbl 0555.93002
[8] DeGroot, M. H., (Optimal Statistical Decisions (1970), McGraw-Hill: McGraw-Hill New York) · Zbl 0225.62006
[9] Djavdan, P.; Tulleken, H. J.A. F.; Voetter, M. H.; Verbruggen, H. B.; Olsder, G. J., Probabilistic robust controller design, (28th CDC Tampa (1989)), 2164-2174
[10] Doyle, J. C.; Glover, K.; Khargonekar, P. M.; Francis, B. A., State-space solutions to standard \(H_2\) and \(H_∞\) control problems, IEEE Trans., AC-34, 831 (1989) · Zbl 0698.93031
[11] Eykhoff, P., (System Identification, Parameter and State Estimation (1974), Wiley: Wiley London) · Zbl 0667.93102
[12] Franklin, G. F.; Powell, J. D., (Digital Control of Dynamic Systems (1980), Addison-Wesley: Addison-Wesley New York)
[13] Gertler, J., A constrained minimum variance input-output estimator for linear dynamic systems, Automatica, 15, 353-358 (1979) · Zbl 0406.93056
[14] Goodwin, G. C.; Payne, R. L., (Dynamic System Identification: Experiment Design and Data Analysis, Math. in Sc. & Engineering, Vol. 136 (1977), Academic Press: Academic Press New York) · Zbl 0578.93060
[15] Goodwin, G. C.; Sin, K. S., (Adaptive Filtering, Prediction and Control, Inf. & Systems (1984), Prentice Hall: Prentice Hall Englewood Cliffs, NJ), Sc. Series · Zbl 0653.93001
[16] Goodwin, G. C.; Salgado, A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models, Int. J. Adaptive Control and Signal Proc, 3, 333-356 (1989) · Zbl 0733.93070
[17] Jury, E. I., (Inners and Stability of Dynamical Systems (1974), Wiley: Wiley New York) · Zbl 0307.93025
[18] J∅rgensen, S. B.; Goldschmidt, L.; Hallager, L., Sparse process modelling for robust adapative surveillance and control of a binary distillation column, IFAC Adaptive Control of Chemical Process, 184 (1985), Frankfurt
[19] Kwakernaak, H., A polynomial approach to minimax frequency domain optimization of multivariable feedback systems, Int. J. Contr., 44, 117-156 (1986) · Zbl 0678.93003
[20] Liew, C. K., Inequality constrained least-squares estimation, J. Am. Stat. Association, 71, 746-751 (1976) · Zbl 0342.62037
[21] Ljung, L.; Söderström, T., (Theory and Practice of Recursive Identification (1983), MIT: MIT Cambridge) · Zbl 0548.93075
[22] Nemir, D. C.; Kashyap, R. L., Certainty equivalence and the minimax principle in self-tuning control, IEEE Trans AC, 6, 587 (1986) · Zbl 0591.93037
[23] Peeters, R. L.M., Constrained Least-squares estimation of ARLMAX models, (Masters thesis (1987), Dept. of Mathematics, Delft Univ. of Techn) · Zbl 1131.58302
[24] Peterka, V., Bayesian approach to system identification, (Eykhoff, P., Trends and Progress in System Ident. (1981), Pergamon: Pergamon Oxford), 239-304 · Zbl 0451.93059
[25] Press, S. J., (Bayesian Statistics: Principles, Models and Applications (1989), John Wiley: John Wiley New York) · Zbl 0687.62001
[26] Shieh, L. S.; Sacheti, S., A matrix in the block Schwarz form and the stability of matrix polynomials, Int. J. Control, 25, 245-259 (1978) · Zbl 0377.93006
[27] Shieh, L. S.; Mehio, M. M.; Dib, H. M., Stability of the second-order matrix polynomial, IEEE Trans AC, 32, 231-233 (1987) · Zbl 0607.34048
[28] Söderström, T.; Stoica, P., (System Identification (1989), Prentice Hall: Prentice Hall London) · Zbl 0714.93056
[29] Tulleken, H. J.A. F., A multivariable adaptive forgetting strategy for on-line identification in a self-tuning controller, J. A, 28, 4 (1987)
[30] Tulleken, H. J.A. F., Grey-Box Mod. & Identification using physical knowledge and Bayesian techniques, (IFAC Symp. on Adaptive Control and Signal Processing. IFAC Symp. on Adaptive Control and Signal Processing, Glasgow (1989)), 591-598
[31] Tulleken, H. J.A. F., Generalized binary noise test-signal concept for improved identification-experiment design, Automatica, 26, 37-49 (1990) · Zbl 0716.93055
[32] Tulleken, H. J.A. F., (Grey-box Modelling and Identification Topics, Doctoral Thesis (1992), Delft University of Technology)
[33] Wahlberg, B.; Ljung, L., Design variables for bias distribution in transfer function estimation, IEEE Trans. AC, 2, 134 (1986) · Zbl 0582.93065
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.