Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data

DOI10.1016/j.cam.2024.115976zbMath1545.93669MaRDI QIDQ6572457

Qinyao Liu, Qian Guo, Xuchen Wang, Feiyan Chen

Publication date: 15 July 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

parameter estimation recursive least squares decomposition technique multivariate system coupling identification

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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