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Title: Real-time parameter estimation and output prediction for ARMA-type system models (English)
Author: Peterka, Václav
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 17
Issue: 6
Year: 1981
Pages: 526-533
Category: math
MSC: 62J10
MSC: 62M20
MSC: 93C35
MSC: 93E10
MSC: 93E12
idZBL: Zbl 0485.93065
Date available: 2009-09-24T17:24:44Z
Last updated: 2012-06-05
Stable URL:
Reference: [1] H. B. Aasnaes T. Kailath: An innovations approach to least-squares estimation - Part VII: Some applications of vector autoregressive-moving average models.IEEE Trans. Autom. Control AC-13 (1973), 6, 646-655. MR 0441506
Reference: [2] K. Åström T. Bohlin: Numerical identification of linear dynamic systems from normal operating records.IFAC Symp. on Self-Adaptive Systems, Teddington, England, 1965; also in: Theory of Self-Adaptive Control Systems (P. H. Hammond, ed.), Plenum Press, 1966.
Reference: [3] R. Isermann U. Bauer W. Bamberger P. Kneppo H. Siebert: Comparison of six on-line identification and parameter estimation methods.Automatica 10 (1974), 81 - 103.
Reference: [4] V. Panuska: A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise.IEEE Trans. Autom. Control AC-25 (1980), 2, 229-235. Zbl 0465.93080, MR 0567379
Reference: [5] V. Peterka M. Kárný: Bayesian system classification.Proc. 5-th IFAC Symp. on Identification and System Parameter Estimation, Darmstadt, FRG 1979, Vol. 2, 349-356.
Reference: [6] V. Peterka: Bayesian approach to system identification.In: Trends and Progress in System Identification (P. Eykhofif, ed.), Pergamon Press, Oxford 1981.
Reference: [7] D. L. Prager P. E. Wellstead: Interactive maximum likelihood estimation.Internat. J. Control 32 (1980), 6, 1005-1030. MR 0597785
Reference: [8] G. N. Saridis: Comparison of six on-line identification algorithms.Automatica 10 (1974), 69-79.
Reference: [9] T. Söderström L. Ljung I. Gustavsson: A Comparative Study of Recursive Identification Methods.Dep. Automat. Control, Lund Inst. Technol., Lund, Sweden, Rep. 7427, 1974.
Reference: [10] Z. Vostrý: A numerical method of matrix spectral factorization.Kybernetika 8 (1972), 5, 448-470. MR 0331741


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