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Continuous-time model identification by using adaptive observer

Research Project

Project/Area Number 16560385
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Control engineering
Research InstitutionThe University of Tokushima

Principal Investigator

IKEDA Kenji  The University of Tokushima, Institute of Technology and Science, Associate Professor, ソシオテクノサイエンス研究部, 助教授 (80232180)

Project Period (FY) 2004 – 2006
Project Status Completed (Fiscal Year 2006)
Budget Amount *help
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2006: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2005: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 2004: ¥1,200,000 (Direct Cost: ¥1,200,000)
KeywordsAdaptive observer / Continuous-time model / Recursive Least Squares Method / Sampled I / O data / State variable filters / Asymptotic bias / 連続時間モデル / 逐次最小2乗法 / サンプル値データシステム / 初期状態推定 / 過渡応答
Research Abstract

First, a basic structure of an identification method by using adaptive observer is proposed, in which a continuous-time model of the plant is estimated from a finite length of sampled I/O data. There is an information loss incurred by the sampling, intersample output of the plant is estimated as well as the plant parameters. The plant parameters is used for the estimation of the intersample output. Therefore, the proposed method becomes an iterative algorithm.
Next, discrete time realization of the state variable filters is investigated, while the state variable filters in the previous studies are realized by continuous time filters. The discretization of the state variable filters gives us a good insight into the followings :
(1) Output of the state variable filters becomes a pseudo-linear regression vector instead of a linear regression vector, because there is a mechanism to estimate the intersample output.
(2) The proposed method to iterate the recursive least squares method corresponds to a bootstrap method.
(3) Under the assumptions on the persistent excitation of the pseudo-linear regression vector and the stability of the state variable filters, the proposed method becomes a contraction map and the existence of the limit of the estimated parameters and the exponential convergence of the parameter is proved under a certain conditions.
(4) An upper bound of the parameter estimation error is proportional to the standard deviation of the noise.
Finally, the problem is reformulated in the stochastic framework instead of the deterministic framework and the stochastic property of the estimated parameter error is analyzed. Based on this analysis, a more efficient and consistent method of parameter estimation is proposed.

Report

(4 results)
  • 2006 Annual Research Report   Final Research Report Summary
  • 2005 Annual Research Report
  • 2004 Annual Research Report
  • Research Products

    (23 results)

All 2006 2005 2004

All Journal Article (23 results)

  • [Journal Article] Discrete-time state variable filters for the estimation of a continuous-time model2006

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc. Of the 14^<th> IFAC Symposium on System Identification

      Pages: 861-866

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Parameter convergence of a continuous-time model estimation method by using adaptive observer2006

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proceedings of 17^<th> International Symposium on Mathematical Theory of Networks and Systems

      Pages: 1096-1101

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Annual Research Report 2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using adaptive observer, -Estimation of the initial state-2006

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc. of SICE-ICCAS 2006

      Pages: 1796-1799

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Parameter convergence of a continuous-time model estimation method by using adaptive observer2006

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of the 17^<th> International Symposium on Mathematical Theory of Networks and Systems

      Pages: 1096-1101

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using adaptive observer,…Estimation of the initial state…2006

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of SICE-ICCAS 2006

      Pages: 1796-1799

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using adaptive observer, -Estimation of the initial state-2006

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of SISC-ICCAS 2006

      Pages: 1796-1799

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Discrete-time state variable filters for the estimation of a continuous-time model2006

    • Author(s)
      K.Ikeda
    • Journal Title

      Preprint of SYSID 2006 (to be presented)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Continuous-Time Model Identification using Adaptive Observers, -On the Selection of State Variable Filters-2005

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc. Of the 24^<th> IASTED International Conference Modelling, Identification, and Control

      Pages: 160-165

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using adaptive observer, -On the reduction of the computational cost-2005

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proceedings of SICE 2005

      Pages: 246-251

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification using adaptive observer,…On the Selection of State Variable Filters…2005

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of the 24^<th> IASTED International Conference Modelling, Identification, and Control

      Pages: 160-165

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using adaptive observer,…On the reduction of the computational cost…2005

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of SICE 2005

      Pages: 246-251

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Discrete-time state variable filters for the estimation of a continuous-time model2005

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of the 14^<th> IFAC Symposium on System Identification

      Pages: 861-866

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using adaptive observer, ---On the reduction of the computational cost---2005

    • Author(s)
      K.Ikeda
    • Journal Title

      Proceedings of SICE 2005

      Pages: 246-251

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Continuous-Time Model Identification using Adaptive Observers, --- On the Selection of State Variable Filters ---2005

    • Author(s)
      K.Ikeda
    • Journal Title

      Proceedings of the 24th IASTED International Conference Modelling, Identification, and Control

      Pages: 160-165

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 適応観測器を用いた連続時間モデル同定2004

    • Author(s)
      池田 建司
    • Journal Title

      計測自動制御学会論文集 40・4

      Pages: 415-423

    • NAID

      10012855094

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-Time Model Identification by using Fast Adaptive Observer2004

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proceedings 16^<th> International Symposium on Mathematical Theory of Networks and Systems

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] A sufficient condition for the convergence of adaptive observer in continuous-time model identification2004

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc. Of IFAC Workshop on Adaptive and Learning in Control and Signal Processing

      Pages: 699-704

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using adaptive observer2004

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Transaction of SICE Vol.40, No.4

      Pages: 415-423

    • NAID

      10012855094

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Continuous-time model identification by using fast adaptive observer2004

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of the 16^<th> International Symposium on Mathematical Theory and Networks and Systems

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] A sufficient condition for the convergence of adaptive observer in continuous-time model identification2004

    • Author(s)
      Kenji Ikeda
    • Journal Title

      Proc.of IFAC Workshop on Adaptive and Learning in Control and Signal Processing

      Pages: 699-704

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 適応観測器を用いた連続時間モデル同定2004

    • Author(s)
      池田建司
    • Journal Title

      計測自動制御学会論文集 40・4

      Pages: 415-423

    • NAID

      10012855094

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Continuous-Time Model Identification by using Fast Adaptive Observer2004

    • Author(s)
      K.Ikeda
    • Journal Title

      Proceedings Sixteenth International Symposium on Mathematical Theory of Networks and Systems

    • Related Report
      2004 Annual Research Report
  • [Journal Article] A sufficient condition for the convergence of adaptive observer in continuous-time model identification2004

    • Author(s)
      K.Ikeda
    • Journal Title

      Proceedings of IFAC Workshop on Adaptive and Learning in Control and Signal Processing

      Pages: 699-704

    • Related Report
      2004 Annual Research Report

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Published: 2004-04-01   Modified: 2016-04-21  

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