An identification algorithm for linear stochastic systems with time delays†

DOI10.1080/00207178208932907zbMATH Open0487.93062OpenAlexW1982695917MaRDI QIDQ3948979FDOQ3948979

Authors: Edward C. Wong, Cornelius T. Leondes 

Publication date: 1982

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178208932907

zbMATH Keywords

parameter estimationmaximum likelihoodparameter identificationlinear discrete stochastic control systemsunknown multiple time delays

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• New estimation algorithms for discrete non-linear systems and observations with multiple time delays

Cited In (2)

• Fixed-lag smoothing in the identification of time-varying systems with unknown dead time
• ARMAX lattice algorithm for identification and prediction of dynamic systems

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