Identification of closed-loop systems via least-squares method

DOI10.1002/(SICI)1099-1115(199802)12:1%3C29::AID-ACS465%3E3.0.CO;2-SMaRDI QIDQ4385303zbMATH OpenOpenAlexFDO

Authors Ying Zhang, Chunbo Feng

Publication date 13 April 1998

Full work available at URL https://doi.org/10.1002/(sici)1099-1115(199802)12:1%3C29::aid-acs465%3E3.0.co;2-s

zbMATH Keywords

closed-loop identificationcoloured noisemodified least-squaresconsistent parameter estimateslinear discrete-time SISO system

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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