Robust real-time identification of linear systems with correlated noise
DOI10.1080/00207178808906231zbMath0651.93072OpenAlexW2083004100MaRDI QIDQ3797078
Branko D. Kovačevic, Vojislav Ž. Filipović
Publication date: 1988
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178808906231
convergenceMonte Carlo simulationcorrelated disturbancesnon-linear transformationlinear discrete-time single-input single-output dynamic systemsrecursive robust identificationrobustified stochastic approximation algorithms
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Transformations (93B17) Stochastic approximation (62L20)
Related Items (4)
Cites Work
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