Recursive identification for multivariate errors-in-variables systems

DOI10.1016/j.automatica.2006.12.015zbMath1123.93037OpenAlexW1987504715MaRDI QIDQ2641793

Chen, Hanfu

Publication date: 23 August 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.12.015

zbMATH Keywords

convergencestochastic approximationstrong consistencymultivariate systemYule-Walker equationerrors-in-variables (EIV)

Mathematics Subject Classification ID

Related Items (10)

Recursive identification of errors-in-variables Wiener systems ⋮ Recursive identification for EIV ARMAX systems ⋮ Identification of errors-in-variables ARX models using modified dynamic iterative PCA ⋮ Identification of multivariable dynamic errors-in-variables system with arbitrary inputs ⋮ Recursive identification of errors-in-variables Wiener-Hammerstein systems ⋮ Consensus-based decentralized real-time identification of large-scale systems ⋮ Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework ⋮ Parameter consistency and quadratically constrained errors-in-variables least-squares identification ⋮ Identification of EIV models by compensated PEM ⋮ Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method

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