On stochastic system identification through Liapunov functions
- 1 October 1977
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 26 (4) , 573-582
- https://doi.org/10.1080/00207177708922330
Abstract
The new approach of system identification through Liapunov functions is applied to stochastic systems. We demonstrate the possibility of constructing a consistent identification scheme to estimate the system parameters in the presence of noise, providing that the input is persistently exciting. A practical identification scheme is provided to obtain estimates with bounded estimation errors, where the bound can be made arbitrarily small.Keywords
This publication has 3 references indexed in Scilit:
- On the uniqueness of maximum likelihood identificationAutomatica, 1975
- Stable Adaptive Schemes for System Identification and Control-Part IIEEE Transactions on Systems, Man, and Cybernetics, 1974
- An identification procedure for discrete multivariable systemsIEEE Transactions on Automatic Control, 1974