Identification of Linear Dynamic Systems

@article{Ho1965IdentificationOL,
  title={Identification of Linear Dynamic Systems},
  author={Yu-Chi Ho and R. C. K. Lee},
  journal={Information and Control},
  year={1965},
  volume={8},
  pages={93-110}
}
A real time computational method is presented for the identification of linear discrete dynamic systems with unknown parameters. I t is shown that the method is globally convergent to the true parameters in a stochastic environment. Experimental simulation of 2nd and 4th order systems further affirms the practicality of the method.