Active identification of dynamic systems in face of ‘ coloured ’ disturbances

DOI10.1080/00207728208926423zbMath0495.93058OpenAlexW2066208871MaRDI QIDQ3959857

G. K. Kel'mans

Publication date: 1982

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728208926423

zbMATH Keywords

rate of convergencerecursive algorithmopen-loop discrete-time multivariable system

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Sequential estimation (62L12)

Related Items (1)

Identification of ‘ moving average’ plants under unobservable disturbances

Cites Work

• Unnamed Item
• Optimization of stochastic systems. Topics in discrete-time systems
• On input signal synthesis in parameter identification
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• Analysis of recursive stochastic algorithms
• Identification of multivariable systems A critical review†

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