Orthogonal parameter estimation algorithm for non-linear stochastic systems

International Journal of Control

Volumn 48, Issue 1, 1988, Pages 193-210

  Korenberg, M ^a   Billings, S A ^b   Liu, Y P ^b   McIlroy, P J ^a  

^a QUEEN S UNIVERSITY   (Canada)

^b UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, NONLINEAR - ESTIMATION; MATHEMATICAL TECHNIQUES - ALGORITHMS;

CORRELATED NOISE; ESTIMATION ALGORITHM; NONLINEAR DIFFERENCE EQUATION; PARAMETER ESTIMATION; UNBIASED ESTIMATES;

CONTROL SYSTEMS, STOCHASTIC;

EID: 0024047911     PISSN: 00207179     EISSN: 13665820     Source Type: Journal    
DOI: 10.1080/00207178808906169     Document Type: Article

References (11)

1. BILLINGS, S. A, GRAY, J. O., and OWENS, D. H., (Editors), 1984, Nonlinear System Design (London: Peter Peregrinus).
2. BILLINGS, S. A, KORENBERG, M. J., and CHEN, S,. 1988, lnt. J. Systems Sci., 19, 1559
3. BILLINGS, S. A, and VOON, W. S. F., 1984, Int. J. Systems Sci., 15,601; 1986 a, lnt. J. Control, 44, 803; 1986 b, lnt. J. Control., 44, 235
4. BLUM, E. K., 1972, Kumerical Analysis and Computation (Reading, Mass.: Addison-Wesley).
5. Fox, L., 1964, An Introduction fo Numerical in ear Algebra (oxford: Clarendon Press)
6. KORENDERG, M. J., 1985, Orthogonal identification of nonlinear difference equation models. Mid West Symp. on Circuifs and Systems. Louisville
7. LEONTARITIS, J. J., and BILLINGS, S. A., 1985 a, Inf.J. Control,41,303; 1985 b, Inf.J. Control.,41,329; 1987 a, Inf.J. Control., 45, 31 1; 1987 b, lnl. J. Systems Sci., 18, 189
8. MARMARELIS, P. Z, and MARMARELIS, V. Z,. 1978, Analysis of Physiological Systems. The White Noise Approach (New York: Plenum Press).
9. NORTON, J. P., 1986, An Introduction to Identification (New York: Academic Press).
10. SCHETZEN, M,. 1980, The Volterra and Wiener Theories of Nonlinear Systems (New York: Wiley).
11. WETHERILL, G. B., 1986, Regression Analysis with Applications (London: Chapman and Hall)