Identification of ‘ moving average’ plants under unobservable disturbances

DOI10.1080/00207728508926674MaRDI QIDQ3691561zbMATH OpenOpenAlexFDO

Authors G. K. Kel'mans

Publication date 1985

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728508926674

zbMATH Keywords

algorithmsasymptotic propertiesclosured noiseestimates of the plant parametersidentification problemmoving average plantrate of convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Probabilistic methods, stochastic differential equations (65C99) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise
• Active identification of dynamic systems in face of ‘ coloured ’ disturbances
• Analysis of recursive stochastic algorithms
• Counterexamples to general convergence of a commonly used recursive identification method
• On convergence of the recursive identification algorithms
• The convergence of AML
• The convergence of some recursion

Cited in

(3)

• Detecting and isolating multiple plant-wide oscillations via spectral independent component analysis
• On the identification of noisy MA models
• scientific article; zbMATH DE number 4041765 (Why is no real title available?)

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