Model equivalence-based identification algorithm for equation-error systems with colored noise

DOI10.3390/a8020280zbMath1461.93495MaRDI QIDQ1736655

Feng Ding, Dandan Meng

Publication date: 26 March 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a8020280

zbMATH Keywords

least squares; model equivalence; comparative coefficient; equation-error system

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E24: Least squares and related methods for stochastic control systems