Recursive parametrical identification of multidimensional linear dynamic systems with local autocorrelated noises in input and output signals
- Authors: Ivanov D.V1, Katsyuba O.A1
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Affiliations:
- Samara State Transport University
- Issue: Vol 15, No 4 (2011)
- Pages: 102-109
- Section: Articles
- Submitted: 18.02.2020
- Published: 15.12.2011
- URL: https://journals.eco-vector.com/1991-8615/article/view/20954
- ID: 20954
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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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