Sequential identification algorithm and controller choice for a certain class of distributed systems

Institute of Mathematics of the Academy of Sciences of the Czech Republic provides access to digitized documents strictly for personal use. Each copy of any part of this document must contain these Terms of use. This paper has been digitized, optimized for electronic delivery and stamped with digital signature within the project DML-CZ: The Czech Digital Mathematics Library In the paper a computationally simple and reliable algorithm for parameter estimation in stochastic distributed-parameter systems (DPS) is proposed. In opposite to most of earlier proposed algorithms it is of noniterative type, but it is applicable to a class of linear DPS with eigenfunctions not depending on unknown parameters. Application of the sequential approach in the proposed algorithm resulted in nontypical for parameter estimators in DPS properties. Namely, the estimators are shown to be unbiased and efficient for a finite but random observation time. Extensive simulation studies confirm computational and theoretical advantages of the algorithm and indicate that modifications of the sequential approach, proposed in the paper, essentially reduce mean value of the observation time.