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

DOI10.14498/VSGTU840MaRDI QIDQ5221883zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

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)

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Cites work

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• On instrumental variable and total least squares approaches for identification of noisy systems
• Stochastic approximation and its applications

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• Robust recursive identification of multidimensional linear regression models
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