Estimators for linear dynamical SISO systems with disturbed input-output measurements

DOI10.1016/0167-6911(83)90053-1zbMath0517.93052OpenAlexW2064494532MaRDI QIDQ1053653

A. J. W. van den Boom

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90053-1

zbMATH Keywords

parameter estimationsingle-input single-output systemsdisturbed input- output measurementsinstrumental-variable estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites Work

• On system identification from noise-obscured input and output measurements†
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