Identification of errors-in-variables systems with ARMA observation noises
文献类型：期刊论文
| 作者 | Song, Qi-jiang; Chen, Han-Fu
|
| 刊名 | SYSTEMS & CONTROL LETTERS
 |
| 出版日期 | 2008-05-01 |
| 卷号 | 57期号:5页码:420-424 |
| 关键词 | errors-in-variables identification recursive estimate strong consistency stochastic approximation ARMA |
| ISSN号 | 0167-6911 |
| DOI | 10.1016/j.sysconle.2007.10.010 |
| 英文摘要 | The purpose of the paper is to give the recursive estimate for coefficients of the single-input-single-output (SISO) errors-in-variables (EIV) system and to prove its strong consistency. The observation noises of the EIV system are assumed to be ARMA processes, and the system input is taken to be an iid sequence. The recursive estimation algorithm is given with the help of stochastic approximation (SA) method and the strong consistency is established under reasonable conditions. The numerical simulation is consistent with the theoretical analysis. (C) 2007 Elsevier B.V. All rights reserved. |
| WOS研究方向 | Automation & Control Systems ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000255147500007 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/6754]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Chen, Han-Fu |
| 作者单位 | Chinese Acad Sci, AMSS, Inst Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Song, Qi-jiang,Chen, Han-Fu. Identification of errors-in-variables systems with ARMA observation noises[J]. SYSTEMS & CONTROL LETTERS,2008,57(5):420-424. |
| APA | Song, Qi-jiang,&Chen, Han-Fu.(2008).Identification of errors-in-variables systems with ARMA observation noises.SYSTEMS & CONTROL LETTERS,57(5),420-424. |
| MLA | Song, Qi-jiang,et al."Identification of errors-in-variables systems with ARMA observation noises".SYSTEMS & CONTROL LETTERS 57.5(2008):420-424. |
入库方式： OAI收割
来源：数学与系统科学研究院
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