IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE

DOI10.1080/01969728908902219zbMATH Open0691.93065OpenAlexW2048877720MaRDI QIDQ3033685FDOQ3033685

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

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• scientific article; zbMATH DE number 1418103

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)

Cites Work

• Approximation of infinite-dimensional systems
• Title not available (Why is that?)
• Maximum likelihood and prediction error methods
• Convergence analysis of parametric identification methods
• Adaptive forgetting in recursive identification through multiple models†
• ON THE STABILITIES OF INPUT-OUTPUT SYSTEMS

Cited In (5)

• On-line Identification of Time-varying Processes at Various Signal-to-Noise Ratios
• Title not available (Why is that?)
• Characterization and identifiability for stochastic processes
• Identifying a signal in a markovian symmetric cauchy random noise
• Identification of noisy systems

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