Title :
On an identification method for linear discrete systems
Abstract :
The problem of linear discrete system parameter identification in the presence of noise is studied. An existing technique used in adaptive systems is examined and modification is made to solve the identification problem in the open-loop configuration.
Keywords :
Adaptive systems; Difference equations; Kalman filters; Least squares approximation; Least squares methods; Noise measurement; Parameter estimation; System identification; Vectors; White noise;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1969.6932
