Stochastic system identification with noisy input using cumulant statistics

DOI10.1109/9.126580zbMath0756.93083OpenAlexW2160697642MaRDI QIDQ4004763

Tugnait, Jitendra K.

Publication date: 27 September 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.126580

zbMATH Keywords

optimization algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (13)

Consistent identification of stochastic linear systems with noisy input- output data ⋮ Identification of linear dynamic systems using piecewise constant exitations: Use, misuse and alternatives ⋮ New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models ⋮ Recursive identification for multivariate errors-in-variables systems ⋮ Identification of linear systems with noisy input using input-output cumulants ⋮ The Frisch scheme in multivariable errors-in-variables identification ⋮ A novel fuzzy control with filter-based event-triggered mechanism for nonlinear uncertain stochastic systems suffered input hysteresis ⋮ Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data ⋮ Identifiability of errors in variables dynamic systems ⋮ Third-order cumulants based methods for continuous-time errors-in-variables model identification ⋮ An improved bias-compensation approach for errors-in-variables model identification ⋮ Errors-in-variables methods in system identification ⋮ Strongly consistent coefficient estimate for errors-in-variables models

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