| 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:
|
http://hdl.handle.net/10338.dmlcz/125643 |
| . |
| 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 |
| . |
