Recursive Bayesian algorithm with covariance resetting for identification of Box-Jenkins systems with non-uniformly sampled input data

DOI10.1007/s00034-015-0094-5zbMath1346.94032OpenAlexW655537590MaRDI QIDQ308072

Tianhong Pan, Shaoxue Jing, Zheng-ming Li

Publication date: 5 September 2016

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-015-0094-5

zbMATH Keywords

Box-Jenkins systemcovariance resettingnon-uniformly sampled data systemrecursive Bayesian algorithm

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Related Items (4)

Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise ⋮ Auxiliary model based multi-innovation stochastic gradient identification algorithm for periodically non-uniformly sampled-data Hammerstein systems ⋮ Recursive least squares and multi-innovation gradient estimation algorithms for bilinear stochastic systems ⋮ Identification of non-uniformly sampled-data systems with asynchronous input and output data

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