An identification algorithm for linear stochastic systems with time delays†

DOI10.1080/00207178208932907MaRDI QIDQ3948979zbMATH OpenOpenAlexFDO

Authors Edward C. Wong, Cornelius T. Leondes

Publication date 1982

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178208932907

zbMATH Keywords

linear discrete stochastic control systemsmaximum likelihoodparameter estimationparameter identificationunknown multiple time delays

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• New estimation algorithms for discrete non-linear systems and observations with multiple time delays

Cited in

(2)

• ARMAX lattice algorithm for identification and prediction of dynamic systems
• Fixed-lag smoothing in the identification of time-varying systems with unknown dead time

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