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Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.]:
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Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, 2011, Issue 4(25), Pages 102–109
DOI: https://doi.org/10.14498/vsgtu840 (Mi vsgtu840) 		 
This article is cited in 14 scientific papers (total in 14 papers)

Mathematical Modeling

Recursive parametrical identification of multidimensional linear dynamic systems with local autocorrelated noises in input and output signals

D. V. Ivanov, O. A. Katsyuba

Dept. of Mechatronics in Automated Production, Samara State Transport University, Samara
Full-text PDF (246 kB) Citations (14)
(published under the terms of the Creative Commons Attribution 4.0 International License)
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DOI: https://doi.org/10.14498/vsgtu840
Abstract: The recursive algorithm allowing to receive strongly consistent estimates of parameters of multidimensional on an input linear dynamic systems with locally autocorrelated noise in input and output signals is suggested. Numerical examples are included to illustrate the effectiveness of the proposed algorithm.
Keywords: recursive identification, linear dynamic system, stochastic approximation, errors in variables, least square method.
Original article submitted 04/XI/2010
revision submitted – 26/IX/2011
Bibliographic databases:
Document Type: Article
UDC: 519.254.1
MSC: Primary 93E12; Secondary 62H12
Language: Russian
Citation: D. V. Ivanov, O. A. Katsyuba, “Recursive parametrical identification of multidimensional linear dynamic systems with local autocorrelated noises in input and output signals”, Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 4(25) (2011), 102–109
Citation in format AMSBIB
\Bibitem{IvaKat11}
\by D.~V.~Ivanov, O.~A.~Katsyuba
\paper Recursive parametrical identification of~multidimensional linear dynamic systems with local autocorrelated noises in input and output signals
\jour Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.]
\yr 2011
\vol 4(25)
\pages 102--109
\mathnet{http://mi.mathnet.ru/vsgtu840}
\crossref{https://doi.org/10.14498/vsgtu840}
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  • https://www.mathnet.ru/eng/vsgtu/v125/p102
    • This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Вестник Самарского государственного технического университета. Серия: Физико-математические науки
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    Full-text PDF :300
    References:47
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