Stochastic system identification with noisy input using cumulant statistics

DOI10.1109/9.126580MaRDI QIDQ4004763zbMATH OpenOpenAlexFDO

Authors Jitendra K. Tugnait

Publication date 27 September 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.126580

zbMATH Keywords

optimization algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Cited in

(26)

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• Consistent identification of stochastic linear systems with noisy input- output data
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• The Frisch scheme in multivariable errors-in-variables identification
• Identifiability of errors in variables dynamic systems
• Third-order cumulants based methods for continuous-time errors-in-variables model identification
• An improved bias-compensation approach for errors-in-variables model identification
• Recursive identification for multivariate errors-in-variables systems
• Adaptive IIR identification of stochastic systems with noisy input-output data
• New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models
• Identification of linear systems using input-output cumulants
• Recursive estimation of linear systems' parameters based on cumulant matching
• Recovering the poles from third-order cumulants of system output
• Identification of linear stochastic systems via second- and fourth-order cumulant matching
• Strongly consistent identification algorithms and noise insensitive MSE criteria
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• Stochastic system identification with noisy input-output measurements using polyspectra
• scientific article; zbMATH DE number 837748 (Why is no real title available?)
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• Approaches of FIR system identification with noisy data using higher order statistics
• Errors-in-variables methods in system identification
• A cumulant based algorithm for the identification of input-output quadratic systems
• A novel fuzzy control with filter-based event-triggered mechanism for nonlinear uncertain stochastic systems suffered input hysteresis
• Strongly consistent coefficient estimate for errors-in-variables models

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