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Identification of errors-in-variables systems with ARMA observation noises
Song, Qi-jiang; Chen, Han-Fu
2008-05-01
Source PublicationSYSTEMS & CONTROL LETTERS
ISSN0167-6911
Volume57Issue:5Pages:420-424
AbstractThe purpose of the paper is to give the recursive estimate for coefficients of the single-input-single-output (SISO) errors-in-variables (EIV) system and to prove its strong consistency. The observation noises of the EIV system are assumed to be ARMA processes, and the system input is taken to be an iid sequence. The recursive estimation algorithm is given with the help of stochastic approximation (SA) method and the strong consistency is established under reasonable conditions. The numerical simulation is consistent with the theoretical analysis. (C) 2007 Elsevier B.V. All rights reserved.
Keyworderrors-in-variables identification recursive estimate strong consistency stochastic approximation ARMA
DOI10.1016/j.sysconle.2007.10.010
Language英语
WOS Research AreaAutomation & Control Systems ; Operations Research & Management Science
WOS SubjectAutomation & Control Systems ; Operations Research & Management Science
WOS IDWOS:000255147500007
PublisherELSEVIER SCIENCE BV
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/6755
Collection系统科学研究所
Corresponding AuthorChen, Han-Fu
AffiliationChinese Acad Sci, AMSS, Inst Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Song, Qi-jiang,Chen, Han-Fu. Identification of errors-in-variables systems with ARMA observation noises[J]. SYSTEMS & CONTROL LETTERS,2008,57(5):420-424.
APA Song, Qi-jiang,&Chen, Han-Fu.(2008).Identification of errors-in-variables systems with ARMA observation noises.SYSTEMS & CONTROL LETTERS,57(5),420-424.
MLA Song, Qi-jiang,et al."Identification of errors-in-variables systems with ARMA observation noises".SYSTEMS & CONTROL LETTERS 57.5(2008):420-424.
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