Recursive estimation of linear systems' parameters based on cumulant matching

DOI10.1080/002077200291325MaRDI QIDQ3366332zbMATH OpenOpenAlexFDO

Authors Hosam E. Emara-Shabaik

Publication date 14 February 2006

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002077200291325

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cited in

(6)

• Recurrent estimation of the observation parameters and covariances in multidimensional systems for covariances of a special structure
• scientific article; zbMATH DE number 4018125 (Why is no real title available?)
• Time and lag recursive computation of cumulants from a state-space model
• Identification of linear systems using input-output cumulants
• Recursive estimation of linear systems
• Strongly consistent identification algorithms and noise insensitive MSE criteria

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