Identification of errors-in-variables systems with ARMA observation noises

doi:10.1016/j.sysconle.2007.10.010

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	Identification of errors-in-variables systems with ARMA observation noises
	Song, Qi-jiang; Chen, Han-Fu
	2008-05-01
发表期刊	SYSTEMS & CONTROL LETTERS
ISSN	0167-6911
卷号	57 期号:5 页码:420-424
摘要	The 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.
关键词	errors-in-variables identification recursive estimate strong consistency stochastic approximation ARMA
DOI	10.1016/j.sysconle.2007.10.010
语种	英语
WOS研究方向	Automation & Control Systems ; Operations Research & Management Science
WOS类目	Automation & Control Systems ; Operations Research & Management Science
WOS记录号	WOS:000255147500007
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/6755
专题	系统科学研究所
通讯作者	Chen, Han-Fu
作者单位	Chinese Acad Sci, AMSS, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 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.