State and parameter estimation for dynamic systems with colored noise: an accuracy approach based on the minimum discrepancy measure

1991 ◽  
Vol 36 (7) ◽  
pp. 813-823 ◽  
Author(s):  
Rong-Ming Chen ◽  
Shyang Chang
Keyword(s):  
Parameter Estimation ◽  
Dynamic Systems ◽  
Colored Noise ◽  
Discrepancy Measure ◽  
Minimum Discrepancy

Model Verification of Mixed Dynamic Systems

1978 ◽  
Vol 100 (2) ◽  
pp. 266-273 ◽  
Author(s):  
J. D. Chrostowski ◽  
D. A. Evensen ◽  
T. K. Hasselman
Keyword(s):  
Experimental Data ◽  
Parameter Estimation ◽  
Dynamic Systems ◽  
Statistical Parameter ◽  
Model Verification ◽  
Passive Networks ◽  
Parameter Values ◽  
Basic Configuration ◽  
General Method

A general method is presented for using experimental data to verify math models of “mixed” dynamic systems. The term “mixed” is used to suggest applicability to combined systems which may include interactive mechanical, hydraulic, electrical, and conceivably other types of components. Automatic matrix generating procedures are employed to facilitate the modeling of passive networks (e.g., hydraulic, electrical). These procedures are augmented by direct matrix input which can be used to complement the network model. The problem of model verification is treated in two parts; verification of the basic configuration of the model and determination of the parameter values associated with that configuration are addressed sequentially. Statistical parameter estimation is employed to identify selected parameter values, recognizing varying degrees of uncertainty with regard to both experimental data and analytical results. An example problem, involving a coupled hydraulic-mechanical system, is included to demonstrate application of the method.

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