On-line modified least-squares parameter estimation of linear discrete dynamic systems

DOI10.1080/00207177708922235MaRDI QIDQ4120456zbMATH OpenOpenAlexFDO

Authors Setsuo Sagara, Kiyoshi Wada

Publication date 1977

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

Full work available at URL https://doi.org/10.1080/00207177708922235

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites work

• An Approach to Time Series Analysis
• scientific article; zbMATH DE number 3223253 (Why is no real title available?)
• Identification in automatic control systems
• System Identification and the Principle of Random Contraction Mapping
• System identification. A survey
• The Estimation of Distributed Lags

Cited in

(17)

• The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise
• A bias-correction method for indirect identification of closed-loop systems
• Realizations of BELS as WIV method in both direct and indirect closed-loop system identification
• Forward/backward prediction solution for adaptive noisy FIR filtering
• Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise
• Parameter consistency and quadratically constrained errors-in-variables least-squares identification
• Recursive parameter estimation of an autoregressive process disturbed by white noise
• Bias correction in least-squares identification
• A new bias-compensating LS method for continuous system identification in the presence of coloured noise
• Industrial application of the algorithm of Sagara and Wada (1977)
• Comments on ‘identification of closed-loop systems via least-squares method’
• Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework
• Bias-compensating least squares method for identification of continuous-time systems from sampled data
• Least-squares identification of a class of multivariable systems with correlated disturbances
• On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification
• Identification of errors in variables linear state space models using iterative principal component analysis
• The data-filtering based bias compensation recursive least squares identification for multi-input single-output systems with colored noises

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