Parameter identification technique for multivariate stochastic systems

DOI10.1016/0005-1098(79)90072-4MaRDI QIDQ1257865zbMATH OpenOpenAlexFDO

Authors Hajime Akashi, Hiroyuki Imai, Kamal A. F. Moustafa

Publication date 1979

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(79)90072-4

zbMATH Keywords

Discrete Time SystemsLinear SystemParameter EstimationParameter IdentificationMultivariate Stochastic SystemsOptimizaton

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• scientific article; zbMATH DE number 4168288 (Why is no real title available?)
• scientific article; zbMATH DE number 3201129 (Why is no real title available?)
• A stable identification structure for a class of stochastic systems
• Autoregressive model fitting for control
• Identification of optimum filter steady-state gain for systems with unknown noise covariances
• On input signal synthesis in parameter identification
• On the Control of Linear Multiple Input-Output Systems*
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Parameter estimation for multivariable systems
• Parameter estimation in multivariate stochastic difference equations
• Structure determination and parameter identification for multivariable stochastic linear systems
• The Fitting of Time-Series Models

Cited in

(2)

• Modelling and identification of offshore towers with general damping
• Time-domain structural identification using free response measurements

This page was built for publication: Parameter identification technique for multivariate stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1257865)