DocumentCode
581834
Title
Recursive identification for multivariate EIV linear systems
Author
Mu, Bi-Qiang ; Chen, Han-Fu
Author_Institution
Key Lab. of Syst. & Control, Inst. of Syst. Sci., Beijing, China
fYear
2012
fDate
25-27 July 2012
Firstpage
1837
Lastpage
1842
Abstract
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.
Keywords
MIMO systems; autoregressive moving average processes; identification; linear systems; ARMA processes; MIMO; multiinput and multioutput errors-in-variables linear systems; multivariate EIV linear systems; recursive identification; theoretical analysis; Convergence; Least squares approximation; Linear systems; MIMO; Noise; Stochastic processes; Vectors; α-mixing; Errors-in-variables; recursive estimate; stochastic approximation; strong consistency;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2012 31st Chinese
Conference_Location
Hefei
ISSN
1934-1768
Print_ISBN
978-1-4673-2581-3
Type
conf
Filename
6390223
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