Covariance analysis in SISO linear systems identification

DOI10.1016/j.automatica.2016.11.025zbMath1355.93195OpenAlexW318701498MaRDI QIDQ510090

Jonas Mårtensson, Niklas Everitt, Håkan Hjalmarsson

Publication date: 16 February 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.11.025

zbMATH Keywords

system identificationasymptotic variancelinear SISO models

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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