Title :
On identifying stochastic closed-loop systems
Author_Institution :
Colorado State University, Fort Collins, CO, USA
fDate :
8/1/1975 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1101014
