TY - JOUR
T1 - Estimador de parámetros para sistemas de orden superior
AU - Medel Juárez, J. J.
AU - Zagaceta Alvarez, M. T.
PY - 2012
Y1 - 2012
N2 - This paper presents parameter estimations considering an observable black box system signal represented with high order finite differences. The model is expressed as a sequence of delayed observable states conforming space state vector to its known associated parameters. The estimation technique is based on pseudo-inverse and an innovation process associated with perturbation and an observable signal. The simulation uses two high order finite difference models, second and third grades with associate parameters. In both cases the observed signal depends on their delayed states. Therefore, it is necessary to estimate two and three parameters with respect to second and third order models, respectively. The estimation results allowed identifying the observable signal with a high convergence rate in base of functional error, as shown in the figures. Instrumental variable is the technique applied to the second probability moment constructing the estimator for a high finite difference order system.
AB - This paper presents parameter estimations considering an observable black box system signal represented with high order finite differences. The model is expressed as a sequence of delayed observable states conforming space state vector to its known associated parameters. The estimation technique is based on pseudo-inverse and an innovation process associated with perturbation and an observable signal. The simulation uses two high order finite difference models, second and third grades with associate parameters. In both cases the observed signal depends on their delayed states. Therefore, it is necessary to estimate two and three parameters with respect to second and third order models, respectively. The estimation results allowed identifying the observable signal with a high convergence rate in base of functional error, as shown in the figures. Instrumental variable is the technique applied to the second probability moment constructing the estimator for a high finite difference order system.
KW - Estimation
KW - Finite differences
KW - Mathematical expectation
KW - Second probability moment
KW - Time-invariant systems
UR - http://www.scopus.com/inward/record.url?scp=84867501201&partnerID=8YFLogxK
M3 - Artículo
SN - 0035-001X
VL - 58
SP - 127
EP - 132
JO - Revista Mexicana de Fisica
JF - Revista Mexicana de Fisica
IS - 2
ER -