DocumentCode
1157183
Title
A New Approach to System Identification and State Estimation
Author
Budin, Michael A.
Issue
3
fYear
1972
fDate
7/1/1972 12:00:00 AM
Firstpage
396
Lastpage
402
Abstract
An effective on-line procedure is presented for system identification and state estimation for multiple-input multiple-output linear systems. The proposed solution offers consistent system identification, bounding of the steady-state covariance, and computational savings. Also, this solution is applicable to a larger class of problems than previously proposed solutions.
Keywords
Estimation error; Kalman filters; Linear systems; MIMO; Random processes; State estimation; State-space methods; Statistics; Steady-state; System identification;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/TSMC.1972.4309135
Filename
4309135
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