An identification algorithm for linear stochastic systems with time delays†

DOI10.1080/00207178208932907zbMath0487.93062OpenAlexW1982695917MaRDI QIDQ3948979

Edward C. Wong, Cornelius T. Leondes

Publication date: 1982

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178208932907

zbMATH Keywords

parameter estimationparameter identificationmaximum likelihoodlinear discrete stochastic control systemsunknown multiple time delays

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items (2)

ARMAX lattice algorithm for identification and prediction of dynamic systems ⋮ Fixed-lag smoothing in the identification of time-varying systems with unknown dead time

Cites Work

• New estimation algorithms for discrete non-linear systems and observations with multiple time delays

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