DocumentCode
819254
Title
On identifying stochastic closed-loop systems
Author
Graupe, Daniel
Author_Institution
Colorado State University, Fort Collins, CO, USA
Volume
20
Issue
4
fYear
1975
fDate
8/1/1975 12:00:00 AM
Firstpage
553
Lastpage
555
Abstract
The identification of closed-loop feedback systems having a white or colored stochastic input and a feedback structure is discussed for cases with and without measurement noise. It is shown that a consistent identification scheme can be obtained for the above cases.
Keywords
Feedback systems; Linear systems, stochastic discrete-time; System identification; Autoregressive processes; Colored noise; Delay; Feedback; Noise measurement; Polynomials; Stochastic processes; Stochastic resonance; Stochastic systems; White noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1975.1101014
Filename
1101014
Link To Document