A two-step adaptive identification algorithm

MaRDI QIDQ1883827zbMATH OpenFDO

Authors Yanyan Li, V. A. Lototskiĭ, A. A. Rurua, V. M. Chadeev

Publication date 13 October 2004

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

adaptive algorithmfilteringparameter estimationstationary parameterssystem identificationvariance of the estimation error

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Review text

The paper studies the problem of identification of the stationary random parameters of a particular linear system described in terms of its input-output behaviour. A two-step adaptive identification algorithm is proposed based on filtering techniques and using as performance criterion the variance of the estimation error.

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