On-line identification of parameters of a linear multivariable discrete- time system and their convergence characteristics (Q1068781)

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On-line identification of parameters of a linear multivariable discrete- time system and their convergence characteristics
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    On-line identification of parameters of a linear multivariable discrete- time system and their convergence characteristics (English)
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    1985
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    A sequential regression method for linear discrete-time multi-input multi-output nondynamic and dynamic systems with both inputs and outputs corrupted by measurement noise is considered in detail. It is shown that under certain restrictive assumptions a necessary and sufficient condition for the convergence of the algorithm can be derived, which leads to a simple convergence test. It is one of the new contributions of this paper.
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    sequential regression
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    linear discrete-time multi-input multi-output nondynamic and dynamic systems
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    algorithm
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    convergence
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