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RESEARCH PAPERS

Identification of Stochastic System and Controller via Projection Filters

[+] Author and Article Information
Hyun Chang Lee, Min-Hung Hsiao

Taipei Institute of Technology, Taipei, Taiwan

Jen-Kuang Huang

Old Dominion University, Norfolk, VA 23529-0247

Chung-Wen Chen

Geophysical and Environmental Research Corp., Millbrook, NY 12545

J. Vib. Acoust 118(2), 169-176 (Apr 01, 1996) (8 pages) doi:10.1115/1.2889645 History: Received October 01, 1993; Online February 26, 2008

Abstract

A method based on projection filters is presented for identifying an open-loop stochastic system with an existing feedback controller. The projection filters are derived from the relationship between the state-space model and the AutoRegressive with eXogeneous input (ARX) model including the system, Kalman filter and controller. Two ARX models are identified from the control input, closed-loop system response and feedback signal using least-squares method. Markov parameters of the open-loop system, Kalman filter and controller are then calculated from the coefficients of the identified ARX models. Finally, the state-space model of the open-loop stochastic system and the gain matrices for the Kalman filter and controller are realized. The method is validated by simulations and test data from an unstable large-angle magnetic suspension test facility.

Copyright © 1996 by The American Society of Mechanical Engineers
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