To the optimal identification of multivariate systems under perturbations of unknown covariances

DOI10.1134/S000511790810007XzbMath1155.93429MaRDI QIDQ1003062

L. P. Sysoev

Publication date: 26 February 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

multivariate stochastic systemsestimates of covariance parametersparameter and covariance estimationspecial structure perturbations

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Estimation of the matrices of parameters and covariations of the perturbation vectors in multidimensional discrete-time dynamic systems under special structure of the unknown covariance matrices

Cites Work

• Optimal parameter estimates in regression models with special covariance structure and their use in two-factor experiments
• Identification of commutative covariance structures by successive testing of statistical hypotheses
• Bates and best quadratic unbiased estimators for parameters of the covariance matrix in a normal linear model
• Quadratic Subspaces and Completeness

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