Parameter estimation of stochastic linear systems subject to colored noise

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2001, Pages 2526-2531

  Zheng, Wei Xing ^a  

^a UNIVERSITY OF WESTERN SYDNEY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

MATRIX ALGEBRA; PARAMETER ESTIMATION; SPURIOUS SIGNAL NOISE; STOCHASTIC CONTROL SYSTEMS; TRANSFER FUNCTIONS;

COLORED NOISE;

LINEAR SYSTEMS;

EID: 0035709226     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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10. A least-squares based algorithm for transfer function identification
11. On parameter estimation of transfer function models