RECURSIVE SYSTEM IDENTIFICATION
文献类型:期刊论文
作者 | Chen, Han-Fu![]() |
刊名 | ACTA MATHEMATICA SCIENTIA
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出版日期 | 2009-05-01 |
卷号 | 29期号:3页码:650-672 |
关键词 | recursive identification ARMAX Hammerstein systems Wiener systems nonlinear ARX systems stochastic approximation convergence |
ISSN号 | 0252-9602 |
英文摘要 | Most of existing methods in system identification with possible exception of those for linear systems are off-line in nature, and hence are nonrecursive. This paper demonstrates the recent progress in recursive system identification. The recursive identification algorithms are presented not only for linear systems (multivariate ARMAX systems) but also for nonlinear systems such as the Hammerstein and Wiener systems, and the nonlinear ARX systems. The estimates generated by the algorithms are online updated and converge a.s. to the true values as time tends to infinity. |
语种 | 英语 |
WOS记录号 | WOS:000265911500017 |
出版者 | ELSEVIER SCIENCE INC |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7761] ![]() |
专题 | 系统科学研究所 |
通讯作者 | Chen, Han-Fu |
作者单位 | Chinese Acad Sci, Inst Syst Sci, AMSS, Key Lab Syst & Control, Beijing 100190, Peoples R China |
推荐引用方式 GB/T 7714 | Chen, Han-Fu. RECURSIVE SYSTEM IDENTIFICATION[J]. ACTA MATHEMATICA SCIENTIA,2009,29(3):650-672. |
APA | Chen, Han-Fu.(2009).RECURSIVE SYSTEM IDENTIFICATION.ACTA MATHEMATICA SCIENTIA,29(3),650-672. |
MLA | Chen, Han-Fu."RECURSIVE SYSTEM IDENTIFICATION".ACTA MATHEMATICA SCIENTIA 29.3(2009):650-672. |
入库方式: OAI收割
来源:数学与系统科学研究院
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