A recursive algorithm for ARMAX model identification in closed loop
نویسندگان
چکیده
منابع مشابه
A recursive algorithm for ARMAX model identification in closed loop
The joint problem of the recursive estimation of an optimal predictor for the closed-loop system and the unbiased parameter estimation of an ARMAX plant model in closed-loop operation is considered. A special reparameterized optimal predictor for the closed-loop is introduced. This allows a parameter estimation algorithm for the plant model to be derived which is globally asymptotically stable ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1999
ISSN: 0018-9286
DOI: 10.1109/9.754830