Title page for ETD etd-03122013-040315

Type of Document Master's Thesis
Author Bennia, Abdelhak
URN etd-03122013-040315
Title Mimo systems parameters identification
Degree Master of Science
Department Electrical Engineering
Advisory Committee
Advisor Name Title
VanLandingham, Hugh F. Committee Chair
Baumann, William T. Committee Member
Vorperian, Vatche Committee Member
  • Parameter estimation
Date of Defense 1986-06-05
Availability restricted

In this thesis, a presentation of a new canonical representation of multi-input multioutput systems is given. The new characterization covers the full range of practical situations in linear systems according to the structural properties and model of the perturbations which are known. Its direct link to ARMA processes as well as to classical state space representation ls also given.

The importance of the new representation lies in the fact that all unknown parameters and state variables appear linearly multlplied by either external variables (inputs and outputs) that appear in the data record, or by matrices that are only composed of ieroes and ones. This property enables us to perform a joint state and parameters estimation. Moreover, if the noises are gaussian and their statistics are known, an on-line algorithm that involves a standard dlscrete-time time-varying Kalman filter is proposed and used successfully in the estimation of unknown parameters for simulated examples.

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