The Application of EKF in Parameter Identification of State-Space Model
The Application of EKF in Parameter Identification of State-Space Model
7KH$SSOLFDWLRQRI(.)LQ3DUDPHWHU,GHQWLILFDWLRQ
RI6WDWHVSDFH0RGHO
-LQJ=KDQJ =XR=KRX;LDRQD+XDQJ
6FKRRORI,QIRUPDWLRQ7HFKQRORJ\DQG&RPPXQLFDWLRQ 6FKRRORI3K\VLFVDQG(OHFWURPHFKDQLFDO(QJLQHHULQJ
+H[L8QLYHUVLW\ +H[L8QLYHUVLW\
=KDQJ\H&KLQD =KDQJ\H&KLQD
OG[MLQJ#FRP ]KRX]XR#FRP
$EVWUDFW²6WDWHVSDFHPRGHOLVDQHIILFLHQWWRROIRUGHVFULELQJ PD[LPXPOLNHOLKRRGPHWKRGLVQRWVLPSOHLQSUDFWLFHEHFDXVH
PXOWLSOH LQSXW PXOWLSOH RXWSXW V\VWHP EXW WKH SDUDPHWHUV WKHUHLVQRFORVHGIRUPVROXWLRQJHQHUDOO\WRXVHWKHPHWKRGRI
LGHQWLILFDWLRQ RI VWDWHVSDFH PRGHO LV D FRPSOLFDWHG SUREOHP 1HZWRQJUDGLHQWVHDUFKLQJWKHVXFFHVVRUQRWGHSHQGVRQWKH
EHFDXVHLQPDQ\FDVHVWKHSDUDPHWHUVDQGVWDWHYDULDEOHVDUHDOO REMHFWLYHIXQFWLRQ¶VFXUYDWXUHIRUWKHSDUDPHWHUVLQWKHPRGHO
XQNQRZQ LQ WKH PRGHO $LPLQJ DW WKH VKRUWFRPLQJV RI WKH LQWKLVZD\WKHVROXWLRQLVDOZD\VWKHORFDORSWLPDOVROXWLRQ
WUDGLWLRQDO LGHQWLILFDWLRQ PHWKRG LQ WKLV SDSHU FRPELQHG WKH
XQNQRZQSDUDPHWHUVDQGVWDWHYDULDEOHVRIWKHVWDWHVSDFHPRGHO ,QUHFHQW\HDUVVRPHQHZPHWKRGVKDYHEHHQSURSRVHGIRU
LQWR D QHZ VWDWH YDULDEOH WKHQ WKH OLQHDU VWDWH VSDFH PRGHO WKH SDUDPHWHUV LGHQWLILFDWLRQ RI VWDWH VSDFH PRGHO 7KH
HTXDWLRQ FDQ EH WUDQVIRUPHG LQWR D QRQOLQHDU HTXDWLRQ DQG SDUDPHWHU HVWLPDWLRQ PHWKRG EDVHG RQ JUDGLHQW RSWLPL]DWLRQ
H[WHQGHG.DOPDQILOWHULQJ (.) DOJRULWKPLVXVHGWRHVWLPDWHWKH DQGWKHLGHQWLILFDWLRQPHWKRGEDVHGRQVXEVSDFHDUHXVHGLQWKH
QHZ VWDWH YDULDEOHV ,Q WKLV ZD\ ZH FDQ LPSOHPHQW GRXEOH >@ WKH PHWKRG GRHV QRW QHHG WREH LWHUDWHG ZKLFK KDV PDQ\
HVWLPDWHVRIWKHXQNQRZQSDUDPHWHUVDQGVWDWHYDULDEOHV'RLQJ DGYDQWDJHV VXFKDV QXPHULFDO VWDELOLW\ KLJK HIILFLHQW EXWWKH
VLPXODWLRQ DQG DQDO\VLV ZLWK 0DWODE WKH UHVXOWV VKRZ WKDW WKH FRQVLVWHQF\ DQG FRQYHUJHQFH RI WKH PHWKRG DUH VWLOO WR EH
PHWKRGFDQUHDOL]HSDUDPHWHULGHQWLILFDWLRQDQGVWDWHHVWLPDWLRQ VROYHG7KHSULQFLSOHRIKLHUDUFKLFDOLGHQWLILFDWLRQLVDGRSWHGDV
RI VWDWHVSDFH PRGHO HIIHFWLYHO\ ZKLFK KDV KLJKHU SUHFLVLRQ DQG LQ>@ZKLFKGHFRPSRVHVWKHPRGHOFRUUHVSRQGLQJWRWKHVWDWH
DFFXUDF\ VSDFH V\VWHP LQWR WZR VXEV\VWHPV DQG SUHVHQWV D VHULHV RI
PHWKRGV VXFK DV UHFXUVLYH OHDVW VTXDUH LWHUDWLYH LGHQWLILFDWLRQ
.H\ZRUGV²6WDWHVSDFH PRGHO 3DUDPHWHU LGHQWLILFDWLRQ 6WDWH
DOJRULWKP EXW WKLV PHWKRG LV DLPHG DW WKH VWDWH VSDFH V\VWHP
YDULDEOHV .DOPDQ ILOWHU DOJRULWKP ([WHQGHG NDOPDQ ILOWHULQJ
DOJRULWKP
ZLWKRXW LQWHUIHUHQFH ,Q WKH >@ DQG >@ DGRSWHG H[SHFWDWLRQ
PD[LPL]DWLRQ DOJRULWKP (0 WR UHDOL]H WKH LGHQWLILFDWLRQ RI
VWDWH VSDFH PRGHO WKLV DSSURDFK LV QRW WRR PXFK UHTXLUHPHQW
, ,1752'8&7,21 IRU WKH XVLQJ GDWD ZKLFK FDQ EH DSSOLHG WR WKH VLWXDWLRQ RI
7KH VWDWHVSDFH PRGHO LV D SRZHUIXO PRGHOLQJ WRRO DQG FRQWDLQVWKHPLVVLQJGDWDWKHWUXQFDWLRQGDWDDQGWKHGDWDZLWK
PDQ\ WLPH VHULHV PRGHOV FDQ EH FRQYHUWHG LQWR WKH IRUP RI WKH QRLVH +RZHYHU ZKHQ WKH GLPHQVLRQ RI WKH VWDWH YDULDEOH
VWDWHVSDFH,WLVZLGHO\XVHGWRPRGHODQGSUHGLFWLQHFRQRPLF DQG RXWSXW YDULDEOHV LV KLJK WKH DOJRULWKP LV QRW HDV\ WR
FRQWURODQGELRORJLFDOILHOGVEHFDXVHLWVHTXDWLRQLVVLPSOHDQG FRQYHUJH>@
WKH DQDO\VLV LV FRQYHQLHQW %XW LQ WKH PRGHO FRQWDLQV ERWK
XQNQRZQVWDWHYDULDEOHVDQGXQNQRZQSDUDPHWHUVDWWKHVDPH ,, 67$7(63$&(02'(/
WLPHWKHUHODWLRQVKLSEHWZHHQSDUDPHWHUVDQGVWDWHVLVXVXDOO\
QRQOLQHDU WKDW PDNHV WKH LGHQWLILFDWLRQ RI WKH PRGHO YHU\ 7KH VRFDOOHG VWDWHVSDFH PRGHO LV WR XVH WKH VWDWH VSDFH
FRPSOH[ VR WKH LGHQWLILFDWLRQ RI WKH VWDWH VSDFH PRGHO KDV HTXDWLRQ WR GHVFULEH WKH V\VWHP ,W FRQVLVWV RI WZR HTXDWLRQV
DOZD\VEHHQDKRWWRSLF>@ RQH LV WKH VWDWH HTXDWLRQ ZKLFK UHSUHVHQWV WKH SURFHVV RI WKH
LQWHUQDOVWDWHYDULDEOHVFKDQJLQJ ZLWKWLPHXQGHUWKHDFWLRQRI
7KHW\SLFDOLGHQWLILFDWLRQPHWKRGVRIWKHVWDWHVSDFHPRGHO LQSXW YDULDEOHV WKH RWKHU LV WKH REVHUYDWLRQ HTXDWLRQ ZKLFK
LQFOXGH OHDVW VTXDUH PHWKRG PD[LPXP OLNHOLKRRG HVWLPDWLRQ UHIOHFWV WKH LQIOXHQFH RI VWDWH YDULDEOHV WR WKH REVHUYHG
PHWKRG>@:KHQWKHV\VWHPVWDWHFDQEHPHDVXUHGWKHOHDVW YDULDEOHV>@
VTXDUHPHWKRGFDQEHXVHGWRUHDOL]HLGHQWLILFDWLRQLQWKHVWDWH
VSDFH PRGHO EXW PRVW RI WKH WLPH WKH V\VWHP VWDWH YDULDEOHV $VVXPLQJ WKDW [ LV WKH VWDWH YDULDEOH X LV WKH LQSXW
DUHXQPHDVXUDEOHV\VWHPLGHQWLILFDWLRQLVPXFKPRUHFRPSOH[ YDULDEOHV \ LV WKH RXWSXW YDULDEOHV DQG E LV WKH SDUDPHWHU
EHFDXVH ZH PXVW QRW RQO\ LGHQWLI\ WKH XQNQRZQ SDUDPHWHU YDULDEOHV 7KH VWDWH VSDFH HTXDWLRQ RI WKH VLJQDO FRQGXFWLRQ
PDWUL[ RI WKH V\VWHP EXW DOVR HVWLPDWH WKH XQNQRZQ V\VWHP QHWZRUNLVGHVFULEHGDV
VWDWH,QWKLVFDVHWKHPRVWEDVLFDQGZLGHVSUHDGPHWKRGLVWR
PD[LPL]H WKH OLNHOLKRRG RI WKH REVHUYHG GDWD ZKLFK LV WKH ° x
[ I [ X E
PD[LPXP OLNHOLKRRG PHWKRG WKLV PHWKRG KDV H[WHQVLYH ®
UHVHDUFK DQG PDWXUH WKHRUHWLFDO WR VXSSRUW QHYHUWKHOHVV °̄ \ K [ X E
7KLVZRUNLVVXSSRUWHGE\WKHSULQFLSDOIXQGRI+H[L8QLYHUVLW\ ;=
¥*&&&
%0**.$$$
Authorized licensed use limited to: UNIVERSIDAD DEL QUINDIO. Downloaded on May 25,2024 at 19:43:47 UTC from IEEE Xplore. Restrictions apply.
$VVXPLQJWKDW [N DQG [N DUHWKHVWDWHYDULDEOHVDWWLPH x 7LPHXSGDWHHTXDWLRQ
NDQGN XN LVWKHLQSXWYDULDEOHDWWLPHN \N LVWKHRXWSXW ° [NN $[NN
® N
YDULDEOH DW WLPH N ZN DQG YN DUH WKH V\VWHP QRLVH DQG °̄ 3N $3NN $c 4
REVHUYDWLRQ QRLVH DW WLPH N WKHQ WKH FRUUHVSRQGLQJ GLVFUHWH
VWDWHVSDFHPRGHOLV :KHUH $ LV WKH VWDWH WUDQVLWLRQ PDWUL[ 3NN LV WKH
FRYDULDQFH RI WKH SRVWHULRU HVWLPDWLRQ HUURU DQG 4 LV WKH
[N I N [N XN EN ZN V\VWHPQRLVHFRYDULDQFHPDWUL[)RUPXOD FDQREWDLQWKH
® SULRUHVWLPDWLRQRIWKHVWDWHDWWKHFXUUHQWPRPHQWDQGWKH
¯ \N KN [N XN E N YN HVWLPDWLRQRIHUURUFRYDULDQFHDWWKHQH[WPRPHQW
%RWKWKHVWDWHHTXDWLRQDQGWKHREVHUYDWLRQHTXDWLRQDUH x 0HDVXUHPHQWXSGDWHHTXDWLRQ
OLQHDU WKHQ LW LV FDOOHG WKH OLQHDU VWDWH VSDFH PRGHO LQ WKLV
SDSHUWKHOLQHDUVWDWHVSDFHPRGHOZLWKRXWLQSXWLVVWXGLHGWKH .W 3NN & c &3NN & c 5
EDVLFIRUPLV ° N
® [N [NN . N \N [NN
[N $[N ZN ° N
®
¯ 3N , . N & 3NN
¯ \N &[N Q N
:KHUH .W LV WKH .DOPDQ ILOWHU JDLQ PDWUL[ & LV WKH
:KHUH $ LV FDOOHG VWDWH WUDQVLWLRQ PDWUL[ & LV FDOOHG
REVHUYDWLRQPDWUL[7KHPHDVXUHPHQWXSGDWLQJHTXDWLRQLV
RXWSXW PDWUL[ 7KH VWDWH VSDFH PRGHO KDV WKH IROORZLQJ WRFRPELQHWKHSULRUHVWLPDWLRQZLWKWKHQHZPHDVXUHPHQW
FKDUDFWHULVWLFV YDOXHWRREWDLQWKHFRUUHFWHGSRVWHULRUHVWLPDWLRQ
x 7KH VWDWHVSDFH PRGHO FDQ QRW RQO\ UHIOHFW WKH
UHODWLRQVKLS EHWZHHQ WKH LQWHUQDO VWDWH RI WKH V\VWHP % 'LVFUHWH(.)DOJRULWKP
EXW DOVR UHYHDO WKH UHODWLRQVKLS EHWZHHQ WKH LQWHUQDO
VWDWHDQGWKHH[WHUQDOLQSXWDQGRXWSXWYDULDEOHVRIWKH ([WHQGHG .DOPDQ ILOWHU LV RQH RI WKH SRZHUIXO WRROV IRU
V\VWHP SURFHVVLQJWKHVWDWHHVWLPDWLRQRI*DXVVLDQQRQOLQHDUV\VWHPV
ZKRVH EDVLF LGHD LV WR GR 7D\ORU H[SDQVLRQ IRU QRQOLQHDU
x 7KH PRGHO XVHV WKH IRUP RI YHFWRU WR UHSUHVHQW HDFK IXQFWLRQV DQG GR WKH ILUVW RUGHU OLQHDUL]DWLRQ WUXQFDWLRQ WR
YDULDEOH ZKLFK LV PRUH VXLWDEOH IRU WKH SUREOHP RI WUDQVIRUP QRQOLQHDU SUREOHP LQWR DQ DSSUR[LPDWH OLQHDU
PXOWLLQSXWDQGPXOWLRXWSXWYDULDEOHV ILOWHULQJ SUREOHP XVHG WKH OLQHDUL]DWLRQ WHFKQLTXH WKHQ WKH
x 7KH PRGHO FDQ GHVFULEH WKH VWDWH RI WKH V\VWHP LQ WKH OLQHDUILOWHULQJWKHRU\LVDSSOLHGWRVROYHWKHRULJLQDOQRQOLQHDU
IRUPRIWKHVPDOOHVWLQIRUPDWLRQRIWKHSUHVHQWDQGWKH ILOWHULQJSUREOHP>@&RQVLGHUWKHIROORZLQJPRGHO
SDVWVRWKHUHLVQRQHHGIRUDODUJHDPRXQWRIKLVWRULFDO [N I [N N ZN
GDWD ®
¯ \N K [N N Q N
,,, (;7(1'('.$/0$1),/7(5,1* (.) $VVXPLQJWKDWWKHSULRULHVWLPDWHDQGSRVWHULRUHVWLPDWHRI
N
.DOPDQ ILOWHU DOJRULWKP ZDV SURSRVHG E\ $PHULFDQ VWDWH DW WLPH N DUH [Ö N DQG [Ö N _N WKH VWDWH HTXDWLRQ RI WKH
PDWKHPDWLFLDQ .DOPDQ LQ WKH V ,W LV D PHWKRG WR REWDLQ
GLVFUHWHV\VWHPLVH[SDQGHGE\7D\ORUVHULHVQHDU [Ö NN WDNHQ
WKHG\QDPLFHVWLPDWLRQRIV\VWHPVWDWHE\XVLQJWKHPLQLPXP
PHDQVTXDUHHUURUFULWHULRQLQWKHFDVHRIOLQHDU*DXVVLDQ>@ WKHILUVWWZRWHUPVDVVKRZQEHORZ
KRZHYHU WKH UHODWLRQVKLS EHWZHHQ WKH PHDVXUHG GDWD DQG WKH wI [N N
G\QDPLFSDUDPHWHUVRIWKHV\VWHPLVQRQOLQHDULQPDQ\FDVHV [N I [Ö NN N [N [Ö NN ZN
w[N
)RU QRQOLQHDU ILOWHULQJ SUREOHP WKH XVXDO PHWKRG LV WR XVH [ [Ö N N N
OLQHDUL]DWLRQWHFKQLTXHWRWUDQVIRUPWKHQRQOLQHDUSUREOHPLQWR wK [N N
DQ DSSUR[LPDWH OLQHDU ILOWHULQJ SUREOHP DQG VROYH LW E\ XVLQJ \ K [Ö NN N [N [Ö NN YN
N
WKHOLQHDUILOWHULQJPHWKRG(.)LVWDNLQJDGYDQWDJHRIWKLVLGHD w[N [N [Ö NN
+HUHPDNHWKHIROORZLQJGHILQLWLRQ
$ .DOPDQILOWHULQJ .) wI [N N
$VVXPLQJWKHPRGHORIWKHOLQHDUG\QDPLFV\VWHPLVVKRZQ )N
w[N
LQ 7KH WDVN RI .DOPDQ ILOWHU LV WR REWDLQ WKH RSWLPDO [N [Ö NN
Authorized licensed use limited to: UNIVERSIDAD DEL QUINDIO. Downloaded on May 25,2024 at 19:43:47 UTC from IEEE Xplore. Restrictions apply.
wK [N N ,9 7+(67$7(63$&(02'(/,'(17,),&$7,21%$6('21
K [Ö NN N N
[Ö N =N (.)$/*25,7+0
w[N [N [Ö NN
'XH WR WKH G\QDPLF FKDUDFWHULVWLFV RI WKH LGHQWLILFDWLRQ
7KHOLQHDUL]DWLRQPRGHORIWKHRULJLQDOQRQOLQHDUV\VWHPLV REMHFWLVERXQGWREHUHIOHFWHGLQLWVFKDQJLQJLQSXWDQGRXWSXW
[N )N [N 8 N ZN
GDWD WKH HVVHQFH RI LGHQWLILFDWLRQ LV WR XVH WKH PDWKHPDWLFDO
® PHWKRG WR H[WUDFW WKH PDWKHPDWLFDO PRGHO RI WKH REMHFW IURP
¯ \N + N [N = N Q N WKHPHDVXUHPHQWGDWD
:KHQ WKH ZN DQGQ N DUH XQUHODWHG ZKLWH QRLVH DQG WKH
$ 7KH,GHQWLILFDWLRQRIVWDWHVSDFHPRGHO
SUHGLFWLRQ HUURU [N [Ö NN DQG WKH ILOWHULQJ HUURU [N [Ö NN 7KH LGHQWLILFDWLRQ RI VWDWH VSDFH PRGHO LV XVXDOO\ WR
DUH DOO VPDOO WKH (.) ILOWHULQJ HTXDWLRQ RI WKH QRQOLQHDU GHWHUPLQHLWVVWUXFWXUHSDUDPHWHUVDQGVWDWHYDULDEOHVZKHQWKH
GLVFUHWHV\VWHPDWWLPHNLVDVIROORZV LQSXWDQGRXWSXWGDWDDUHNQRZQ7KHSURFHVVPDLQO\LQFOXGHV
x 3UHGLFWLRQHTXDWLRQ WKHIROORZLQJVWHSV>@
Authorized licensed use limited to: UNIVERSIDAD DEL QUINDIO. Downloaded on May 25,2024 at 19:43:47 UTC from IEEE Xplore. Restrictions apply.
QHHGWRVROYHWKHIROORZLQJWZRTXHVWLRQVILUVWLQRUGHUWRXVH 9 6,08/$7,21(;3(5,0(17$1'5(68/7$1$/<6,6
(.)KRZWRGHDOZLWKHTXDWLRQVLQDOLQHDUVWDWHVSDFHPRGHO :HDVVXPHWKDWWKHVWDWHVSDFHPRGHOLVVKRZQLQ WKH
6HFRQGO\KRZWRFRQVWUXFWWKH-DFRELDQPDWUL[>@ GLPHQVLRQ RI WKH VWDWH YDULDEOHV LQ WKH PRGHO LV 7KH
/HW¶V VROYH WKH ILUVW SUREOHP $V VKRZQ LQ WKH VWDWH GLPHQVLRQ RI WKH RXWSXW YDULDEOHV LV $QG DVVXPH WKDW WKH
YDULDEOHVDQGSDUDPHWHUV LQWKH HTXDWLRQ DUH DOO XQNQRZQ ZH V\VWHP QRLVH DQG REVHUYDWLRQ QRLVH DUH *DXVVLDQ QRLVH WKH
FDQFRQVLGHUWKHLGHQWLILFDWLRQSDUDPHWHUVDQGVWDWHYDULDEOHVDV V\VWHP QRLVH ZN a 1 Q Q 4 4 LV WKH u V\VWHP QRLVH
DQHZVWDWHYDULDEOHRIDQHZHTXDWLRQ7KDWLV FRYDULDQFH PDWUL[ WKH REVHUYDWLRQ QRLVHQ N a 1 Q Q 5 5 LV
; N > [N T N @
7
WKH u REVHUYH QRLVH FRYDULDQFH PDWUL[ 8VLQJ 0DWODE WR
7KHQHZHTXDWLRQFDQEHH[SUHVVHGDV EXLOG D PRGHO DQG SURGXFH VHWV RI RXWSXW GDWD \N E\
; N I ; N H N VLPXODWLRQZKHUH \N ª
7
\ \ N \N \ N º¼» N /
® ¬« N
¯ \N K ; N Q N 7KHQWKH PRGHOLVLGHQWLILHG E\WKH PHWKRGSUHVHQWHGLQ
ª
[ º
« N »
ª
« $[N º» WKLV SDSHU WKH SDUDPHWHUV $ DQG & WKDW QHHG WR EH LGHQWLILHG
I ;N « » « » ª¬«ZN º¼» DUH u PDWUL[ DQG u PDWUL[ UHVSHFWLYHO\ WKH VWDWH
T
« » « TN »
YDULDEOHV [N > [N [ N @ N /
¬ N ¼ ¬ ¼ 7
«wT N wT N »
« [ T N »¼ [ [Ö N
¬ N N N
ª
« $N [N , S [N , S / [N S , S º»
« »
«
«¬
, S u S Su Q »
»¼ [ [Ö N
N N
ª wK wK º
+N « »
¬ [N TN ¼ [ [Ö NN
N
ª
«
¬
& [N , S [N , S / [N S , S º»¼
[N [Ö NN
,Q WKLV ZD\ WKH WZR SUREOHPV FDQ EH VROYHG DQG WKH
GRXEOH HVWLPDWLRQ RI WKH SDUDPHWHU VWDWH LQ WKH VWDWH VSDFH
)LJ,GHQWLILFDWLRQSURFHVVRIWKHRXWSXWPDWUL[&
PRGHOFDQEHUHDOL]HGE\XVLQJ WR
Authorized licensed use limited to: UNIVERSIDAD DEL QUINDIO. Downloaded on May 25,2024 at 19:43:47 UTC from IEEE Xplore. Restrictions apply.
7KHLGHQWLILFDWLRQUHVXOWVRISDUDPHWHUV$&DQGHVWLPDWHG >@ //MXQJ6\VWHP,GHQWLILFDWLRQ7KHRU\IRUWKH8VHUQG(GLWLRQ(SIO
YDOXHVRIVWDWHYDULDEOHVDUHDSSOLHGWRHTXDWLRQ ZHFDQJHW
WKH FRUUHVSRQGLQJ RXWSXW ZKLFK LV WKH REVHUYHG YDULDEOH >@ ) 'LQJ 6\VWHP LGHQWLILFDWLRQ 1HZ WKHRU\ DQG PHWKRGV %HMLQJ
6FLHQFH3UHVV
FRPSDUHGLWZLWKWKHDFWXDOREVHUYHGYDOXHDVVKRZQLQILJXUH
>@ 0 'HKJKDQL ³6WDWH6SDFH 0RGHO 3DUDPHWHU ,GHQWLILFDWLRQ LQ /DUJH
LW FDQ EH VHHQ IURP WKH ILJXUH WKDW WKH SUHGLFWHG RXWSXW LV 6FDOH 3RZHU 6\VWHPV´ ,((( 7UDQVDFWLRQV RQ 3RZHU 6\VWHPV
EHWWHU WR ILW WKH DFWXDO RXWSXW ZLWK WKH PRGHO LV LGHQWLILHG E\ ±
(.)DOJRULWKP >@ / =KRQJ ³6\VWHP LGHQWLILFDWLRQ RI VWDWHVSDFH PRGHO´ &KDQJVKD
&HQWUDO6RXWK8QLYHUVLW\
>@ ) 'LQJ ; 0D ³,GHQWLILFDWLRQ PHWKRG IRU FDQRQLFDO VWDWH VSDFH
V\VWHPV´ -RXUQDO RI 1DQMLQJ 8QLYHUVLW\ RI ,QIRUPDWLRQ 6FLHQFH DQG
7HFKQRORJ\ ±
>@ $ :LOOV 7% 6FKRQ % 1LQQHVV ³(VWLPDWLQJ VWDWHVSDFH PRGHOV LQ
LQQRYDWLRQV IRUP XVLQJ WKH H[SHFWDWLRQ PD[LPLVDWLRQ DOJRULWKP´
'HFLVLRQDQG&RQWURO,(((±
>@ ) &DUD - -XDQ ( $ODUFQ ³8VLQJ WKH (0 DOJRULWKP WR HVWLPDWH WKH
VWDWH VSDFH PRGHO IRU 20$;´ ,QWHUQDWLRQDO &RQIHUHQFH RQ 1RLVHDQG
9LEUDWLRQ(QJLQHHULQJ,60$
>@ :0DGHU</LQNHHWDO³$QXPHULFDOO\HIILFLHQWLPSOHPHQWDWLRQRI
WKHH[SHFWDWLRQPD[LPL]DWLRQDOJRULWKPIRUVWDWHVSDFHPRGHOV´$SSOLHG
0DWKHPDWLFVDQG&RPSXWDWLRQ ±
>@ 5+6KXPZD\'66WRIIHU7LPH6HULHV$QDO\VLVDQG,WV$SSOLFDWLRQV
6SULQJHU9HUODJ
>@ ;:DQJ7KHIRXQGDWLRQRIPRGHUQFRQWUROWKHRU\%HLMLQJ0HFKDQLFDO
,QGXVWU\3UHVV
>@ ($ :DQ 9'0 5XGROSK ³7KH 8QVFHQWHG .DOPDQ )LOWHU´ .DOPDQ
)LOWHULQJDQG1HXUDO1HWZRUNV±
>@ 6- -XOLHU -. 8KOPDQQ ³1HZ H[WHQVLRQ RI WKH .DOPDQ ILOWHU WR
QRQOLQHDUV\VWHPV´3URFHHGLQJVRI63,(7KH,QWHUQDWLRQDO6RFLHW\IRU
2SWLFDO(QJLQHHULQJ±
>@ ';LDR6\VWHPLGHQWLILFDWLRQWKHRU\DQGDSSOLFDWLRQ%HLMLQJ7VLQJKXD
XQLYHUVLW\SUHVV
>@ 0( 7LSSLQJ &0 %LVKRS ³3UREDELOLVWLF 3ULQFLSDO &RPSRQHQW
)LJ7KHFRPSDULVRQRIREVHUYHGYDULDEOHV $QDO\VLV´-RXUQDORIWKH5R\DO6WDWLVWLFDO6RFLHW\ ±
9, &21&/86,21 >@ ==KRX5-L³0RGHOLQJJHQHUHJXODWRU\QHWZRUNVEDVHGRQQRQOLQHDU
VWDWHVSDFH PRGHO´ &KLQHVH &RQWURO &RQIHUHQFH ,((( ±
7KH VWDWH VSDFH PRGHO LV D SRZHUIXO WRRO IRU EXLOGLQJ
FRPSOH[V\VWHP$LPLQJDWWKHVKRUWFRPLQJVRIWKHWUDGLWLRQDO >@ =:DQJ;/LX</LX-/LDQJ99LQFLRWWL³$Q([WHQGHG.DOPDQ
LGHQWLILFDWLRQPHWKRGLQWKLVSDSHUWKH(.)DOJRULWKPLVXVHG )LOWHULQJ $SSURDFK WR 0RGHOLQJ 1RQOLQHDU '\QDPLF *HQH 5HJXODWRU\
1HWZRUNV YLD 6KRUW *HQH ([SUHVVLRQ 7LPH 6HULHV´ 7UDQVDFWLRQV RQ
WRLGHQWLI\WKHSDUDPHWHUVRIWKHVWDWHVSDFHPRGHO7KHEDVLF FRPSXWDWLRQDOELRORJ\DQGELRLQIRUPDWLFV ±
SULQFLSOH RI (.) DOJRULWKP DQG LWV LPSOHPHQWDWLRQ VWHSV LQ
>@ ; 6XQ / -LQ 0 ;LRQJ ³([WHQGHG .DOPDQ )LOWHU IRU (VWLPDWLRQ RI
SDUDPHWHU LGHQWLILFDWLRQ DUH VWXGLHG LQ WKH SDSHU :H GR 3DUDPHWHUVLQ1RQOLQHDU6WDWH6SDFH0RGHOVRI%LRFKHPLFDO1HWZRUNV´
VLPXODWLRQ DQG DQDO\VLV XVLQJ 0DWODE WKH UHVXOWV VKRZ WKDW 3ORV2QH H
WKLV PHWKRG FDQ HIIHFWLYHO\ UHDOL]H WKH LGHQWLILFDWLRQ RI
SDUDPHWHUV LQ WKH VWDWH VSDFH PRGHO DQG KDV D IDVW
FRQYHUJHQFHVSHHGDQGKLJKSUHFLVLRQ7KHPHWKRGDGRSWHGLQ
WKLV SDSHU KDV WKH IROORZLQJ FKDUDFWHULVWLFV )LUVWO\ WKLV
PHWKRG FDQ UHDOL]H SDUDPHWHU LGHQWLILFDWLRQ DQG VWDWH
HVWLPDWLRQ LQ VWDWH VSDFH PRGHO DV D ZKROH 6HFRQGO\ WKLV
PHWKRG GRHV QRW UHTXLUH D ODUJH DPRXQW RI VDPSOLQJ GDWD WR
LGHQWLI\WKHSDUDPHWHUVRIWKHVWDWHVSDFHPRGHO7KHPHWKRG
FDQ EH DSSOLHG WR FRQVWUXFW DQG LGHQWLI\ WKH PRGHO IRU WKH
HFRQRPLFV\VWHPFRQWUROV\VWHPDQGELRORJLFDOV\VWHPHWF
7KHUH DUH VRPH GUDZEDFNV WR WKLV DSSURDFK RI FRXUVH
)LUVWO\LIWKHLQLWLDOVHWWLQJLVQRWVXLWDEOHWKHDOJRULWKP PD\
QRW EH HDV\ WR FRQYHUJH 6HFRQGO\ WKH QRLVH LV UHTXLUHG WR
VDWLVI\ WKH *DXVVLDQ GLVWULEXWLRQ LQ WKH VWDWH VSDFH PRGHO RI
RXU VWXG\ WKH DFWXDO QRLVH GLVWULEXWLRQ PD\ YDU\ 7KHVH
SUREOHPVZLOOEHIXUWKHUVWXGLHGLQWKHODWHU
5()(5(1&(6
Authorized licensed use limited to: UNIVERSIDAD DEL QUINDIO. Downloaded on May 25,2024 at 19:43:47 UTC from IEEE Xplore. Restrictions apply.