Identification algorithms for linear systems with correlated input and output noise

zbMATH Open0678.93066MaRDI QIDQ1124582FDOQ1124582

Authors: A. F. Kushnir 

Publication date: 1987

Published in: Problems of Information Transmission (Search for Journal in Brave)

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zbMATH Keywords

estimationstationary correlated noise

Mathematics Subject Classification ID

Seismology (including tsunami modeling), earthquakes (86A15) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cited In (15)

• Identification strategy in the presence of corrupted measurements
• Asymptotics of the general solution of linear singularly perturbed systems of higher-order differential equations with degeneration in the case of multiple spectrum of the limiting matrix pencil
• Robust real-time identification of linear systems with correlated noise
• Parameter estimation in nonlinear systems with auto and crosscorrelated noise
• Robust phase algorithms for estimating apparent slowness vectors of seismic waves from regional events
• Statistical synthesis of phase alignment algorithms for localization of wave field sources
• LPV system identification under noise corrupted scheduling and output signal observations
• A comparison of three correlation techniques for system identification†
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• Identification of linear systems with multiplicative noise from multiple trajectory data
• Correlation analysis and estimation of phase coordinates in linear non- Markov systems
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• Identification of systems with cyclostationary input and correlated input/output measurement noise
• Robustness of statistical algorithms for location of microseismic sources based on surface array data
• Recursive parametrical identification of multidimensional linear dynamic systems with local autocorrelated noises in input and output signals

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