IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE

DOI10.1080/01969728908902219zbMath0691.93065OpenAlexW2048877720MaRDI QIDQ3033685

A. A. Montasser, Mohamed Ahmed Fkirin, K. N. Khatab

Publication date: 1989

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969728908902219

zbMATH Keywords

on-line identificationmodified extended recursive least squares algorithmnoise-disturbed sequences

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• Maximum likelihood and prediction error methods
• Adaptive forgetting in recursive identification through multiple models†
• ON THE STABILITIES OF INPUT-OUTPUT SYSTEMS
• Convergence analysis of parametric identification methods
• Approximation of infinite-dimensional systems

This page was built for publication: IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE