DocumentCode
3216213
Title
Recursive Identification of Errors-in-Variables Systems
Author
Han-Fu Chen
Author_Institution
Inst. of Syst. Sci., Chinese Acad. of Sci., Beijing, China
fYear
2006
fDate
7-11 Aug. 2006
Firstpage
383
Lastpage
387
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference, 2006. CCC 2006. Chinese
Conference_Location
Harbin
Print_ISBN
7-81077-802-1
Type
conf
DOI
10.1109/CHICC.2006.280993
Filename
4060541
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