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检索条件"主题词=recursive coefficient estimation"
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Identification of Both coefficients and Orders for ARMAX System
Identification of Both Coefficients and Orders for ARMAX Sys...
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Joint 48th IEEE Conference on Decision and Control (CDC) / 28th Chinese Control Conference (CCC)
作者： Chen, Han-Fu Zhao, Wen-Xiao Chinese Acad Sci AMSS ISS Key Lab Syst & Control Beijing 100190 Peoples R China
Let the observed sequence {y(k)} be generated by the multivariate ARMAX system A(z)y(k) = B(z)u(k-1) + C(z)w(k), where {w(k)} is the system noise with unknown covariance matrix R-w > 0, and {u(k)} is a sequence of ... 详细信息
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Identification of Both coefficients and Orders for ARMAX System
Identification of Both Coefficients and Orders for ARMAX Sys...
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Joint 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference
作者： Han-Fu Chen Wen-Xiao Zhao IEEE the Key Laboratory of Systems and Control ISSAMSSChinese Academy of Sciences the Department of Automation TNListTsinghua University
Let the observed sequence {y} be generated by the multivariate ARMAX system A（z）y= B（z）u-1+ C（z）w,where {w} is the system noise with unknown covariance matrix R > 0, and {u} is a sequence of mutually independ... 详细信息
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