Recursive identification for multivariate errors-in-variables systems

doi:10.1016/j.automatica.2006.12.015

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	Recursive identification for multivariate errors-in-variables systems
	Chen, Han-Fu
	2007-07-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	43 期号:7 页码:1234-1242
摘要	The recursive algorithm is given for estimating matrix coefficients of the multivariate errors-in-variables (EIV) systems. It is shown that under mild conditions the estimate given by the algorithm converges to a limit belonging to the solution set of the Yule-Walker equation satisfied by the true coefficients of the system. The sufficient conditions guaranteeing the uniqueness of the solution to the Yule-Walker equation are given. In this case the estimate provided by the recursive algorithm is strongly consistent. (c) 2007 Elsevier Ltd. All rights reserved.
关键词	multivariate system errors-in-variables (EIV) Yule-Walker equation stochastic approximation convergence strong consistency
DOI	10.1016/j.automatica.2006.12.015
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000247764400012
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4911
专题	系统科学研究所
通讯作者	Chen, Han-Fu
作者单位	Chinese Acad Sci, Key Lab Syst & Control, Inst Syst Sci, AMSS, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Chen, Han-Fu. Recursive identification for multivariate errors-in-variables systems[J]. AUTOMATICA,2007,43(7):1234-1242.
APA	Chen, Han-Fu.(2007).Recursive identification for multivariate errors-in-variables systems.AUTOMATICA,43(7),1234-1242.
MLA	Chen, Han-Fu."Recursive identification for multivariate errors-in-variables systems".AUTOMATICA 43.7(2007):1234-1242.