Recursive identification for EIV ARMAX systems

  • Han-Fu Chen
  • Published 2009 in Science in China Series F: Information Sciences

Abstract

The input u k and output y k of the multivariate ARMAX system A(z)y k = B(z)u k + C(z)w k are observed with noises: u k ob ≜ u k + ε k u and y k ob ≜ y k + ε k y , where ε k u and ε k y denote the observation noises. Such kind of systems are called errors-in-variables (EIV) systems. In the paper, recursive algorithms based on observations are proposed for… (More)
DOI: 10.1007/s11432-009-0195-5

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