Title :
Identification of Errors-In-Variables Systems with ARMA Measurement Noises
Author :
Qijiang, Song ; Hanfu, Chen
Author_Institution :
Chinese Acad. of Sci., Beijing
Abstract :
The paper concerns identification problem of the single-input single-output errors-in-variables (EIV) systems with ARMA measurement noises using iid input. Recursive estimates are given for parameters of EIV systems. The strong consistency of the recursive algorithms is proved. A simulation example is provided, which justifies the theoretical results.
Keywords :
autoregressive moving average processes; recursive estimation; ARMA measurement noises; errors-in-variables systems identification; recursive algorithms; recursive estimates; Noise measurement; Recursive estimation; Stochastic resonance; ARMA; Errors-In-Variables (EIV); Identification; Recursive estimate; Stochastic approximation (SA); Strong consistency;
Conference_Titel :
Control Conference, 2007. CCC 2007. Chinese
Conference_Location :
Hunan
Print_ISBN :
978-7-81124-055-9
Electronic_ISBN :
978-7-900719-22-5
DOI :
10.1109/CHICC.2006.4347404
