Continuous-time block-oriented nonlinear modeling with complex input noise structure.
- Resource Type
- Theses
- Authors
- Zhai, Dongmei
- Source
- Dissertation Abstracts International; Dissertation Abstract International; 66-08B.
- Subject
- Engineering, Chemical
Statistics
- Language
- English
Summary: The estimating equations based on the moment method are proposed for the Wiener dynamic process with stochastically correlated process input disturbances or noises and they work well for the parameter estimation. No one has ever proposed such method before. This approach has led to stable and robust estimators that have reasonable estimation errors and there is no need to measure the input disturbances or noises, or to calculate the time derivative of the observed output variable. Only the original process output observations over time are needed. The original model can be shifted to an approximate model under some conditions. This approximation is acceptable based on some analysis and derivation. The estimating equation methodology was shown to work well for the approximate model, while other existing methods do not work at all.