Recursive Identification for Multivariate EIV Linear Systems

摘要：

The paper concerns identification of the multi-input and multi-output (MIMO) errors-in-variables (EIV) linear systems, for which the errors are described by ARMA processes with unknown coefficients. Recursive estimates are given for coefficients of the linear system, and they are proved to converge to the true values with probability one. A numerical example is given and the simulation results are shown to be consistent with the theoretical analysis.

关键词： Errors-in-variables stochastic approximation recursive estimate α-mixing strong consistency

作者: Bi-Qiang Mu Han-Fu Chen

作者单位: Key Laboratory of Systems and Control, Institute of Systems Science,AMSS, Chinese Academy of Science Key Laboratory of Systems and Control, Institute of Systems Science, AMSS, Chinese Academy of Scienc

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 1837-1842

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）