Distributed parameter identification algorithm for large‐scale interconnected systems

Abstract

Abstract This paper deals with parameter estimation problem of large‐scale systems. A recursive distributed parameter estimation algorithm, based on the minimization of the prediction estimation error method, is developed. Specifically, the class of large‐scale systems that are composed of several interconnected sub‐systems is considered. Each interconnected sub‐system is modelled by a linear discrete‐time state space mathematical model with unknown parameters. The convergence analysis is then achieved using the Lyapunov approach. The theoretical analysis and simulation results prove the effectiveness of the proposed algorithm.

Keywords

• distributed algorithm
• interconnected systems
• large‐scale systems
• parameter estimation
• state space model