RECURSIVE SYSTEM IDENTIFICATION

CSpace > 系统科学研究所

	RECURSIVE SYSTEM IDENTIFICATION
	Chen, Han-Fu
	2009-05-01
发表期刊	ACTA MATHEMATICA SCIENTIA
ISSN	0252-9602
卷号	29 期号:3 页码:650-672
摘要	Most of existing methods in system identification with possible exception of those for linear systems are off-line in nature, and hence are nonrecursive. This paper demonstrates the recent progress in recursive system identification. The recursive identification algorithms are presented not only for linear systems (multivariate ARMAX systems) but also for nonlinear systems such as the Hammerstein and Wiener systems, and the nonlinear ARX systems. The estimates generated by the algorithms are online updated and converge a.s. to the true values as time tends to infinity.
关键词	recursive identification ARMAX Hammerstein systems Wiener systems nonlinear ARX systems stochastic approximation convergence
语种	英语
资助项目	NSFC[60221301] ; NSFC[60874001] ; National Laboratory of Space Intelligent Control
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000265911500017
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7762
专题	系统科学研究所
通讯作者	Chen, Han-Fu
作者单位	Chinese Acad Sci, Inst Syst Sci, AMSS, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Chen, Han-Fu. RECURSIVE SYSTEM IDENTIFICATION[J]. ACTA MATHEMATICA SCIENTIA,2009,29(3):650-672.
APA	Chen, Han-Fu.(2009).RECURSIVE SYSTEM IDENTIFICATION.ACTA MATHEMATICA SCIENTIA,29(3),650-672.
MLA	Chen, Han-Fu."RECURSIVE SYSTEM IDENTIFICATION".ACTA MATHEMATICA SCIENTIA 29.3(2009):650-672.