Recursive identification of errors-in-variables systems

被引：0
|
作者：
Chen, Han-Fu [1 ]
机构：
[1] Chinese Acad Sci, Key Lab Syst & Control, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
来源：
2006 CHINESE CONTROL CONFERENCE, VOLS 1-5 | 2006年
关键词：
errors-in-variables models; identifiability; Yule-Walker equation; strong consistency;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
引用
收藏
页码：1576 / 1580
页数：5
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