Robust identification of stochastic linear systems with correlated noise

DOI10.1049/ip-d.1991.0067zbMath0753.93078OpenAlexW2092339989MaRDI QIDQ3986466

Wei Xing Zheng, Chun-Bo Feng

Publication date: 27 June 1992

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1991.0067

zbMATH Keywords

colored noiseBELS methoddiscrete-time stochastic linear system

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items (10)

Unbiased parameter estimation of linear systems with colored noises ⋮ Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods ⋮ Bias compensation principle based recursive least squares identification method for Hammerstein nonlinear systems ⋮ Least-squares identification of a class of multivariable systems with correlated disturbances ⋮ Bias compensation methods for stochastic systems with colored noise ⋮ Realizations of BELS as WIV method in both direct and indirect closed-loop system identification ⋮ Least‐correlation estimates for errors‐in‐variables models ⋮ Comments on ‘identification of closed-loop systems via least-squares method’ ⋮ Errors-in-variables methods in system identification ⋮ Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise

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