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Minimax approach to recursive estimation of states of linear dynamic systems

โœ Scribed by N. F. Kirichenko; A. G. Nakonechnyi


Publisher
Springer US
Year
1977
Tongue
English
Weight
251 KB
Volume
13
Category
Article
ISSN
1573-8337

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Recursive estimation of the parameters o
โœ N.K. Sinha; Y.H. Kwong ๐Ÿ“‚ Article ๐Ÿ“… 1979 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 346 KB

A recurslve algorithm is proposed for the identification of linear multwarmble systems Utdlzatlon of a canomcal state space model minimizes the number of parameters to be estimated The problem of tdentlficatlon in the presence of noise Is solved by using a recurslve generahzed least-squares method