Adaptive IIR identification of stochastic systems with noisy input-output data

zbMATH Open0983.93069MaRDI QIDQ2731050

W. X. Zheng

Publication date: 23 April 2002

Published in: Dynamics of Continuous, Discrete \& Impulsive Systems. Series B. Applications \& Algorithms (Search for Journal in Brave)

zbMATH Keywords

linear discrete-time systemsadaptive infinite impulse response identificationbias-eliminated least squaresnoise variances

Mathematics Subject Classification ID

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

Related Items (2)

Adaptive identification of continuous-time systems in the presence of noise ⋮ Stochastic analysis of gradient adaptive identification of nonlinear systems with memory for Gaussian data and noisy input and output measurements

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