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ACC_2025_Hinson

Autocovariance Least Squares with Constrained Noise Covariance Model Identification


The scripts to run the constrained Autocovariance Least Squares technique for two examples are contained in this repository.

Mass Spring Damper Example

msdfbd

  1. gen_data_msd
    • Creates simulated datasets of the msd dynmaics with process and measurement noise
    • Generates ALS inputs with initial suboptimal process noise covaraince, $Q$ and measurement noise covariance, $R$.
  2. run_als_msd
    • Run script for constrained ALS problem
    • Calls setup_ALS_msd.m with defines lags and other ALS inputs
    • als_msd
      • ALS class with mass spring damper constraints for 7 temperature problem
  3. plot_lags_msd
    • Plots results from constrained ALS problem
    • Saves mean and standard deviation of $Q$ and $R$ solutions
    • Figure 2 and Figure 3
  4. plot_QR_T
    • Figure 5

Model for Aeroelastic Response to Gust Excitation

MARGE_tunnel_eddie_2

  1. wtData_setup
  2. run_als_MARGE
    • Run script for constrained ALS problem
    • Calls setup_ALS_MARGE.m with defines lags and other ALS inputs
    • als_MARGE
      • ALS class with MARGE constraints for 4 dynamic pressure problem
  3. plot_lags_MARGE
    • Plots results from constrained ALS problem
    • Saves mean and standard deviation of $Q$ and $R$ solutions
  4. plot_QR_qbar
  5. wtData_ALSest

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Autocovariance Least Squares with Constrained Noise Covariance Model Identification

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