Dynamic system with correlated noise

Autor: Pengfei Xu, Yinjie Jia
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Results in Engineering, Vol 22, Iss , Pp 102210- (2024)
Druh dokumentu: article
ISSN: 2590-1230
DOI: 10.1016/j.rineng.2024.102210
Popis: Developing mathematical models for dynamic systems presents challenges in selecting state variables, crucial for minimizing computational operations during filter implementation. The paper addresses active identification of dynamic systems amid noise and measurement errors, using the Fisher information matrix. Additionally, it introduces Cholesky decomposition for generating correlated noise, demonstrating its applicability in practical problem-solving.
Databáze: Directory of Open Access Journals