Title :
Extension of the Steiglitz and McBride identification technique
Author :
Stefanski, Andrzej ; Weygandt, Cornelius N.
Author_Institution :
University of Pennsylvania, Philadelphia, PA, USA
fDate :
10/1/1971 12:00:00 AM
Abstract :
The Steiglitz and McBride identification technique was orginally developed for data containing uncorrelated noise in the output. A way of adopting this technique to correlated noise is presented here. It is also shown that the technique can be used for data containing noise in the input.
Keywords :
Linear systems, time-invariant discrete-time; System identification; Artificial intelligence; Filtering; Filters; Linear systems; NASA; Noise measurement; Optimal control; Stochastic processes; Transfer functions; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099785
