Consistent identification of stochastic linear systems with noisy input- output data

DOI10.1016/0005-1098(94)90108-2zbMath0806.93053OpenAlexW2013880880MaRDI QIDQ1333438

Anastasios Delopoulos, Georgios B. Giannakis

Publication date: 15 September 1994

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)90108-2

zbMATH Keywords

parameter estimationrecursive estimationhigher order statisticstime-delay estimationerror in variable modelidentification of stochastic linear systemsnoisy input-output datapersistence of excitation conditions

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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