A new bias-compensating LS method for continuous system identification in the presence of coloured noise
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Publication:4025759
DOI10.1080/00207179208934373zbMath0771.93083OpenAlexW1977041611MaRDI QIDQ4025759
Masayoshi Tomizuka, Setsuo Sagara, Zhen-Yu Zhao
Publication date: 18 February 1993
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179208934373
Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)
Related Items (3)
Irreducible continuous model identification via Markov parameter estimation ⋮ Performance evaluation of methods for identifying continuous-time autoregressive processes ⋮ Time-varying matrix estimation in stochastic continuous-time models under coloured noise using LSM with forgetting factor
Cites Work
- Continuous-time system representation with exact macro-difference expressions
- On-line modified least-squares parameter estimation of linear discrete dynamic systems
- Recursive identification of transfer function matrix in continuous systems via linear integral filter
- Bias-compensating least squares method for identification of continuous-time systems from sampled data
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