Model equivalence-based identification algorithm for equation-error systems with colored noise
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Publication:1736655
DOI10.3390/a8020280zbMath1461.93495MaRDI QIDQ1736655
Publication date: 26 March 2019
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a8020280
93E10: Estimation and detection in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
Related Items
Parameter estimation in mean reversion processes with deterministic long-term trend, The model equivalence based parameter estimation methods for Box-Jenkins systems, Coupled least squares identification algorithms for multivariate output-error systems, Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems
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