Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise

Stojanović, Vladimir; Nedić, Novak; Pršić, Dragan; Dubonjić, Ljubiša M.

doi:10.1016/j.apm.2016.02.014

Cited by 97 publications

(22 citation statements)

References 18 publications

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“…In other words, the moving force problem of system II is considered. This amounts to setting ra3 to zero in (26) so that (26) and (27) becomë…”

Section: Methods Of Obtaining the Modified Frequency (I)mentioning

confidence: 99%

“…For the sake of brevity and simplicity, the effect of noise on the system is assumed negligible. Thus, the influence of non-Gaussian noises and output constraints [26,27], in particular, on the system is not considered. The upper beam is subjected to a load 1 ( , ) having mass and moving with a constant velocity V. For simplicity, it is assumed that the two beams are identical having the same length , flexural rigidity , and mass per unit length .…”

Section: Mathematical Modelmentioning

confidence: 99%

“…Note that (26) and (27) can also be directly obtained from (16) by setting ra2 to zero and are still coupled.…”

Section: Partially Decoupled Transformed Ordinary Differentialmentioning

confidence: 99%

“…It is also assumed that the effect of noise is negligible. Hence the influence of either Gaussian or non-Gaussian noise as well as the output constraints [26,27] is not taken into account. To achieve the desired objective, a general versatile solution technique is developed.…”

Section: Introductionmentioning

confidence: 99%

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Influence of a Moving Mass on the Dynamic Behaviour of Viscoelastically Connected Prismatic Double-Rayleigh Beam System Having Arbitrary End Supports

Gbadeyan

Hammed

2017

Chinese Journal of Mathematics

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This paper deals with the lateral vibration of a finite double-Rayleigh beam system having arbitrary classical end conditions and traversed by a concentrated moving mass. The system is made up of two identical parallel uniform Rayleigh beams which are continuously joined together by a viscoelastic Winkler type layer. Of particular interest, however, is the effect of the mass of the moving load on the dynamic response of the system. To this end, a solution technique based on the generalized finite integral transform, modified Struble’s method, and differential transform method (DTM) is developed. Numerical examples are given for the purpose of demonstrating the simplicity and efficiency of the technique. The dynamic responses of the system are presented graphically and found to be in good agreement with those previously obtained in the literature for the case of a moving force. The conditions under which the system reaches a state of resonance and the corresponding critical speeds were established. The effects of variations of the ratio (γ1) of the mass of the moving load to the mass of the beam on the dynamic response are presented. The effects of other parameters on the dynamic response of the system are also examined.

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“…In other words, the moving force problem of system II is considered. This amounts to setting ra3 to zero in (26) so that (26) and (27) becomë…”

Section: Methods Of Obtaining the Modified Frequency (I)mentioning

confidence: 99%

Section: Mathematical Modelmentioning

confidence: 99%

“…Note that (26) and (27) can also be directly obtained from (16) by setting ra2 to zero and are still coupled.…”

Section: Partially Decoupled Transformed Ordinary Differentialmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

See 2 more Smart Citations

Influence of a Moving Mass on the Dynamic Behaviour of Viscoelastically Connected Prismatic Double-Rayleigh Beam System Having Arbitrary End Supports

Gbadeyan

Hammed

2017

Chinese Journal of Mathematics

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“…Note that the cumulant summability assumption is not verified in the case of long range dependence [37,Chap. III] occurring for impulsive noise encountered in several application fields [16], [40], [41], [42]. In such case, the proposed approach cannot be applied and further analysis is required.…”

Section: Introductionmentioning

confidence: 99%

Time average estimation in the fraction-of-time probability framework

2018

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The problem of time average estimation is addressed in the fraction-of-time probability framework. In this approach, the observed signal is modeled as a single function of time rather than as a sample path of a stochastic process. Under mild regularity assumptions on temporal cumulants of the signal, a central limit theorem (CLT) is proved for the normalized error of the time average estimate, where the normalizing factor is the square root of the observation interval length. This rate of convergence is the same as that obtained in the classical stochastic approach, but is derived here without resorting to mixing assumptions. That is, no ergodicity hypothesis is needed. Examples of functions of interest in communications are provided whose time average estimate satisfies the CLT. For the class of the almost-periodic functions, a non normal limit distribution for the normalized error of the time average estimate can be obtained when the normalizing factor equals the observation interval length. The limit distribution, nevertheless, depends on the sequence adopted to perform the limit, a result that cannot be obtained in the classical stochastic approach. Numerical examples illustrate the theoretical results and an application to test the presence of a nonzero-mean cyclostationary signal is presented.

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Modified multiplicative quaternion cubature Kalman filter for attitude estimation

Qiu

Qian

2018

Adaptive Control & Signal

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SummaryIn this paper, a modified multiplicative quaternion cubature Kalman filter (CKF) for attitude estimation is proposed. For high‐dimensional state estimation, the CKF that uses third‐degree spherical‐radial cubature rule can provide a more accurate estimation than the unscented Kalman filter. However, for the attitude estimation in the case of larger initial conditional errors, the results may be reversed. To take full advantage of the CKF, the Lagrange cost function method is introduced to solve the quaternion weighted mean, then, the mean is used as the reference quaternion for the measurement update in the CKF framework. The choice of the reference quaternions and the quaternion update method is different from the existing literature to avoid the algorithm from failing. In addition, the unconstrained three‐component vectors represent the attitude error quaternion in the filtering algorithm, whereas the quaternion is used to perform attitude propagation. Simulation results demonstrate the better performance of the proposed modifying filter algorithm in comparison with the multiplicative extended Kalman filter, the unscented Kalman filter, and the CKF under larger initial condition errors.

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Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise

Cited by 97 publications

References 18 publications

Influence of a Moving Mass on the Dynamic Behaviour of Viscoelastically Connected Prismatic Double-Rayleigh Beam System Having Arbitrary End Supports

Influence of a Moving Mass on the Dynamic Behaviour of Viscoelastically Connected Prismatic Double-Rayleigh Beam System Having Arbitrary End Supports

Time average estimation in the fraction-of-time probability framework

Modified multiplicative quaternion cubature Kalman filter for attitude estimation

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