Sparse system identification for stochastic systems with general observation sequences

DOI10.1016/j.automatica.2020.109162zbMath1448.93338arXiv1909.00972OpenAlexW3047204134MaRDI QIDQ2003800

George Yin, Wen-Xiao Zhao, Er-wei Bai

Publication date: 5 October 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.00972

zbMATH Keywords

feedback controlstochastic systemstrong consistencysparse identification

Mathematics Subject Classification ID

Feedback control (93B52) Identification in stochastic control theory (93E12)

Related Items (6)

Performance analysis of the compressed distributed least squares algorithm ⋮ Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs ⋮ Distributed online multi‐task sparse identification for multiple systems with asynchronous updates ⋮ Multi-task sparse identification for closed-loop systems with general observation sequences ⋮ Distributed sparse identification for stochastic dynamic systems under cooperative non-persistent excitation condition ⋮ Sparse parameter identification of stochastic dynamical systems

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