Recursive parametrical identification of multidimensional linear dynamic systems with local autocorrelated noises in input and output signals
The recursive algorithm allowing to receive strongly consistent estimates of parameters of multidimensional on an input linear dynamic systems with locally autocorrelated noise in input and output signals is suggested. Numerical examples are included to illustrate the effectiveness of the proposed a...
| Published in: | Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Samara State Technical University
2011-12-01
|
| Online Access: | http://mi.mathnet.ru/eng/vsgtu840 |