Identification of linear systems via numerical inversion of Laplace transforms

by Richard Ernest Bellman, H. H. Natsuyama, Robert E. Kalaba

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A discussion of a fundamental problem in adaptive control; namely, that of identifying the parameters of a system on the basis of observations of a process which the system undergoes. The quasilinearization technique provides a general method for identifying linear systems based on the ability to invert Laplace transforms numerically. The method uses irregularly spaced observations and is extremely fast. Results of a test calculation for a second-order linear system are given.

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