Title :
Recursive Identification of Errors-in-Variables Systems
Author_Institution :
Inst. of Syst. Sci., Chinese Acad. of Sci., Beijing, China
Abstract :
The estimates for coefficients of the errors-in-variables system with input being an ARMA process are obtained with the help of the multivariate Yule-Walker equation on the basis of data of increasing size. The strong consistency of the estimate is proved by establishing the identifiability of the resulting process derived from the innovation representation of the observed process.
Keywords :
autoregressive moving average processes; multivariable control systems; polynomials; recursive estimation; ARMA process; SISO system; errors-in-variables systems; multivariate Yule-Walker equation; recursive identification; Additive noise; Control systems; Equations; Error correction; H infinity control; Laboratories; Mathematics; Recursive estimation; Size control; Technological innovation; Errors-in-variables models; Yule-Walker equation; identifiability; strong consistency;
Conference_Titel :
Control Conference, 2006. CCC 2006. Chinese
Conference_Location :
Harbin
Print_ISBN :
7-81077-802-1
DOI :
10.1109/CHICC.2006.280993
