Modeling and simulation of a class of stochastic bilinear systems

Huixin Chen,Rong-Yao Ruan Rong-Yao Ruan,Xin-Wei Wang Xin-Wei Wang,Fang Wen Fang Wen,Chunli Liu Chunli Liu

doi:10.1109/iciea.2010.5516944

Modeling and simulation of a class of stochastic bilinear systems

Huixin Chen, Rong-Yao Ruan Rong-Yao Ruan + Show 3 more

https://doi.org/10.1109/iciea.2010.5516944

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Publication Date: Jun 1, 2010

Citations: 5

Affiliation: Kingston University, Shanghai University of Finance and Economics, Shanghai Jiao Tong University

#Extended Least Squares #Extended Least Squares Algorithm + Show 8 more

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Abstract

In this paper the modeling and simulation of a class of discrete-time stochastic bilinear systems are studied, the extended least squares (ELS) algorithm are used to estimate unknown parameters of the system, and two simulation examples show that the ELS algorithms of the modeling and simulation are effective for discrete-time stochastic bilinear systems with correlated noises and unknown parameters. The ELS algorithm is applied to adaptive tracking of a class of the systems and two simulation examples of the adaptive tracking are presented to show that the proposed adaptive tracking algorithm is of the good performance.

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