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COMBINED INSTRUMENTAL VARIABLE AND SUBSPACE FITTING APPROACH TO PARAMETER-ESTIMATION OF NOISY INPUT-OUTPUT SYSTEMS
Uppsala University.
Uppsala University.
Uppsala University.
1995 (English)In: IEEE TRANSACTIONS ON SIGNAL PROCESSING, ISSN 1053-587X, Vol. 43, no 10, 2386-2397 p.Article in journal (Other scientific) Published
Abstract [en]

This paper considers the problem of estimating the parameters of linear discrete-time systems from noise-corrupted input-output measurements, under fairly general conditions: the output and input noises may be auto-correlated and they may be cross-correla

Place, publisher, year, edition, pages
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC , 1995. Vol. 43, no 10, 2386-2397 p.
Keyword [en]
IDENTIFICATION; MODELS
Identifiers
URN: urn:nbn:se:uu:diva-27272OAI: oai:DiVA.org:uu-27272DiVA: diva2:55166
Note
Addresses: STOICA P, UNIV UPPSALA, DEPT TECHNOL, SYST & CONTROL GRP, S-75103 UPPSALA, SWEDEN.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-16

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CiteExportLink to record
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  • apa
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