Proceedings of the 14th Mediterranean Conference on Control and Automation (2006)

Ancona

June 28, 2006 to June 30, 2006

ISBN: 0-9786720-1-1

pp: 1-6

Fotis P. Kopsaftopoulos , Stochastic Mechanical Systems & Automation (SMSA) Group, Department of Mechanical & Aeronautical Engineering, University of Patras, GR 26500, Patras, Greece. Tel/fax: +30 2610 997 405. E-mail: fkopsaf@mech.upatras.gr, Internet: http://www.mech.upatras.gr/~sms

Spilios D. Fassois , Stochastic Mechanical Systems & Automation (SMSA) Group, Department of Mechanical & Aeronautical Engineering, University of Patras, GR 26500, Patras, Greece. Tel/fax: +30 2610 997 405. E-mail: fassois@mech.upatras.gr, Internet: http://www.mech.upatras.gr/~sms

ABSTRACT

The problem of identifying stochastic systems under multiple operating conditions, by using excitation-response signals obtained from each condition, is addressed. Each operating condition is characterized by several measurable variables forming a vector operating parameter. The problem is tackled within a novel framework consisting of postulated vector dependent functionally pooled ARX (VFP-ARX) models, proper data pooling techniques, and statistical parameter estimation. Least squares (LS) and maximum likelihood (ML) estimation methods are developed. Their strong consistency is established and their performance characteristics are assessed via a Monte Carlo study

INDEX TERMS

autoregressive processes, least mean squares methods, maximum likelihood estimation, Monte Carlo methods, stochastic systems, vectors

CITATION

F. P. Kopsaftopoulos and S. D. Fassois, "Identification of Stochastic Systems Under Multiple Operating Conditions: The Vector Dependent FP-ARX Parametrization,"

*Mediterranean Conference on Control and Automation(MED)*, Ancona, 2009, pp. 1-6.

doi:10.1109/MED.2006.328813

CITATIONS