On a least-squares-based algorithm for identification of stochastic linear systems

DOI10.1109/78.678479zbMath1039.93065OpenAlexW2133528201MaRDI QIDQ2724229

Wei Xing Zheng

Publication date: 1998

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.678479

zbMATH Keywords

identificationcolored noiselinear discrete-time systembias-eliminated least-squares algorithm

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (14)

Multi-innovation least squares identification methods based on the auxiliary model for MISO systems ⋮ Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods ⋮ Bias compensation principle based recursive least squares identification method for Hammerstein nonlinear systems ⋮ A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems ⋮ Bias compensation‐based parameter estimation for output error moving average systems ⋮ An instrumental variable approach to non-linear model-based adaptive control of engine speed ⋮ Least-squares identification of a class of multivariable systems with correlated disturbances ⋮ Robust identification of continuous systems with dead-time from step responses ⋮ Bias compensation methods for stochastic systems with colored noise ⋮ On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification ⋮ Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise ⋮ Optimal state and fault estimation for two-dimensional discrete systems ⋮ Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model ⋮ Sensitivity-based damage identification method for structures exposed to ground excitation

This page was built for publication: On a least-squares-based algorithm for identification of stochastic linear systems