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
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;
Conference_Titel :
Control and Communications, 2009. SIBCON 2009. International Siberian Conference on
Conference_Location :
Tomsk
Print_ISBN :
978-1-4244-2007-0
DOI :
10.1109/SIBCON.2009.5044833
