Robust real-time algorithms for identification of linear multivariable time-varying systems

DOI10.1080/00207178808906014MaRDI QIDQ3770425zbMATH OpenOpenAlexFDO

Authors Srdjan S. Stankovic, Branko D. Kovačevic

Publication date 1988

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178808906014

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Stochastic approximation (62L20) Finite difference methods for boundary value problems involving PDEs (65N06) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Identification in stochastic control theory (93E12)

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Cites work

• A decision theoretic approach to parameter estimation
• Adaption and learning in automatic systems. Translated by Z. J. Nikolic
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Analysis of robust stochastic approximation algorithms for process identification
• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 4093341 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Robust Estimation of a Location Parameter
• Robust estimation via stochastic approximation
• Robust techniques for signal processing: A survey
• Some properties of random search

Cited in

(7)

• Analysis of robust stochastic approximation algorithms for process identification
• Decision theoretic approach to real-time robust identification
• Real-time identification of time-varying systems by non-parametric algorithms based on Parzen kernels
• Robust real-time identification for a class of linear time-varying discrete systems
• Robust real-time identification of linear systems with correlated noise
• scientific article; zbMATH DE number 480266 (Why is no real title available?)
• Identification of time-varying OE models in presence of non-Gaussian noise: application to pneumatic servo drives

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