IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE

DOI10.1080/01969728908902219MaRDI QIDQ3033685zbMATH OpenOpenAlexFDO

Authors Mohamed Ahmed Fkirin, K. N. Khatab, A. A. Montasser

Publication date 1989

Published in Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01969728908902219

zbMATH Keywords

on-line identificationmodified extended recursive least squares algorithmnoise-disturbed sequences

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Recommendations

• On the identification of non-stationary linear processes
• Improved least squares identification
• On-line Identification of Time-varying Processes at Various Signal-to-Noise Ratios
• Procedure of stochastic approximation with disturbances at the input
• scientific article; zbMATH DE number 1418103

Cites work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• Adaptive forgetting in recursive identification through multiple models†
• Approximation of infinite-dimensional systems
• Convergence analysis of parametric identification methods
• Maximum likelihood and prediction error methods
• ON THE STABILITIES OF INPUT-OUTPUT SYSTEMS

Cited in

(5)

• Identification of noisy systems
• On-line Identification of Time-varying Processes at Various Signal-to-Noise Ratios
• scientific article; zbMATH DE number 3926779 (Why is no real title available?)
• Characterization and identifiability for stochastic processes
• Identifying a signal in a markovian symmetric cauchy random noise

This page was built for publication: IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3033685)