On a least-squares-based algorithm for identification of stochastic linear systems
- 1 June 1998
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 46 (6), 1631-1638
- https://doi.org/10.1109/78.678479
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- A new look at system parameter estimation via signal processingPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2003
- Subspace-based methods for the identification of linear time-invariant systemsAutomatica, 1995
- A new bias-compensating LS method for continuous system identification in the presence of coloured noiseInternational Journal of Control, 1992
- Bias-compensating least squares method for identification of continuous-time systems from sampled dataInternational Journal of Control, 1991
- Robust identification of stochastic linear systems with correlated noiseIEE Proceedings D Control Theory and Applications, 1991
- Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function modelsInternational Journal of Control, 1989
- Stochastic Modelling and ControlPublished by Springer Science and Business Media LLC ,1985
- Bias correction in least-squares identificationInternational Journal of Control, 1982
- On-line modified least-squares parameter estimation of linear discrete dynamic systemsInternational Journal of Control, 1977
- Suboptimal estimation of the parameters of discrete systems in the presence of correlated noiseElectronics Letters, 1972