×

zbMATH — the first resource for mathematics

Parametrization of multi-output autoregressive-regressive models for self-tuning control. (English) Zbl 0780.93060
Summary: Problem of parametrization of multi-output autoregressive regressive Gaussian model (ARX) is studied in the context of prior design of adaptive controllers. The substantial role of prior distribution of unknown parameters on the parametrization is demonstated. Among several parametrizations a nontraditional one is advocated which
– makes it possible to model the system output entrywise, thus it is very flexible;
– models relations among system outputs in a realistic way;
– is computationally cheap;
– adds an acceptable amount of redundant parameters comparing to the most general but computationally most demanding parametrization which organizes the unknown regression coefficients in column vector.

MSC:
93C40 Adaptive control/observation systems
PDF BibTeX XML Cite
Full Text: Link EuDML
References:
[1] M. Kárný A. Halouskové J. Böhm R. Kulhavý, P. Nedoma: Design of linear quadratic adaptive control: theory and algorithms for practice. Kybernetika 21 (1985), Supplement to numbers 3, 4, 5 and 6. · Zbl 0586.93040
[2] M. Kárný, R. Kulhavý: Structure determination of regression-type models for adaptive prediction and control. Bayesian Analysis of Time Series and Dynamic Models (J.C. Spall, Marcel Dekker, New York 1988.
[3] M. Kárný, A. Halousková: DESIGNER - tool for preliminary tuning of LQG self-tuners. Advanced Methods in Adaptive Control for Industrial Applications (Lecture Notes in Control and Information Sciences 158 (K. Warwick, M. Kárný and A. Halousková, Springer-Verlag, Berlin - Heidelberg - New York - London - Paris - Tokyo 1991, pp. 305-322.
[4] V. Peterka: Bayesian system identification. Trends and Progress in System Identification (P. Eykhoff, Pergamon Press, Oxford 1981, pp. 239-304. · Zbl 0451.93059
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.