Recursive parametrical identification of multidimensional linear dynamic systems with local autocorrelated noises in input and output signals

Abstract


The recursive algorithm allowing to receive strongly consistent estimates of parameters of multidimensional on an input linear dynamic systems with locally autocorrelated noise in input and output signals is suggested. Numerical examples are included to illustrate the effectiveness of the proposed algorithm.

About the authors

Dmitriy V Ivanov

Samara State Transport University

Email: dvi85@list.ru
(к.ф.-м.н.), ст. преподаватель, каф. мехатроники в автоматизированных производствах; Самарский государственный университет путей сообщения; Samara State Transport University

Oleg A Katsyuba

Samara State Transport University

Email: katsuba.samgups@mail.ru
(д.т.н., проф.), зав. кафедрой, каф. мехатроники в автоматизированных производствах; Самарский государственный университет путей сообщения; Samara State Transport University

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