RECURSIVE SYSTEM-IDENTIFICATION IN THE PRESENCE OF NOISE AND MODEL UNCERTAINTIES

Authors
BAI EW TEMPO R NAGPAL K
Citation
Ew. Bai et al., RECURSIVE SYSTEM-IDENTIFICATION IN THE PRESENCE OF NOISE AND MODEL UNCERTAINTIES, Systems & control letters, 32(1), 1997, pp. 57-62
Citations number
13
Categorie Soggetti
Controlo Theory & Cybernetics","System Science","Operatione Research & Management Science
Journal title
Systems & control letters → ACNP
ISSN journal
01676911
Volume
32
Issue
1
Year of publication
1997
Pages
57 - 62
Database
ISI
SICI code
0167-6911(1997)32:1<57:RSITPO>2.0.ZU;2-E
Abstract
The main contribution of this paper is a recursive algorithm for param etric system identification in the presence of both noise and model un certainties. The estimates provided by this algorithm are not invalida ted, after a learning period, by the observed input-output data and th e assumed system and uncertainty structures. A complementary off-line algorithm derived from the on-line algorithm is also presented. (C) 19 97 Elsevier Science B.V.