DocumentCode
1856692
Title
Recurrent identification of autoregression in the presence of observation noises in output signal
Author
Ivanov, D.V. ; Katsyuba, O.A.
Author_Institution
Samara State Univ. of Transp., Samara
fYear
2009
fDate
27-28 March 2009
Firstpage
79
Lastpage
82
Abstract
The paper introduces a recurrent algorithm for parameterizing autoregression in the presence of observation noises in output signal. It has been proven that the values obtained are strongly consistent. To apply the developed algorithm there is no need to know either the noise or the signal propagation laws. The numerical experiments conducted have proven high efficiency of the suggested identification method.
Keywords
autoregressive processes; parameter estimation; observation noises; output signal; parameterizing autoregression; recurrent identification; signal propagation laws; Aggregates; Communication system control; Control systems; Equations; Linear systems; Minimization methods; Signal processing; Stochastic resonance; Stochastic systems; Vectors; Parameterization; recurrent parametric identification; stochastic approximation;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Communications, 2009. SIBCON 2009. International Siberian Conference on
Conference_Location
Tomsk
Print_ISBN
978-1-4244-2007-0
Type
conf
DOI
10.1109/SIBCON.2009.5044833
Filename
5044833
Link To Document