Recursive parametrical identification of multidimensional linear dynamic systems with local autocorrelated noises in input and output signals

DOI10.14498/VSGTU840zbMATH Open1449.93255OpenAlexW2320882649MaRDI QIDQ5221883FDOQ5221883

Authors: D. V. Ivanov, O. A. Katsyuba 

Publication date: 3 April 2020

Published in: Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vsgtu840

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zbMATH Keywords

stochastic approximationerrors in variablesrecursive identificationleast square methodlinear dynamic system

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Stochastic approximation and its applications
• Title not available (Why is that?)
• On instrumental variable and total least squares approaches for identification of noisy systems

Cited In (6)

• Title not available (Why is that?)
• Identification algorithms for linear systems with correlated input and output noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust recursive identification of multidimensional linear regression models
• Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

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