A New Approach to System Identification and State Estimation
- 1 July 1972
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Systems, Man, and Cybernetics
- Vol. SMC-2 (3) , 396-402
- https://doi.org/10.1109/tsmc.1972.4309135
Abstract
An effective on-line procedure is presented for system identification and state estimation for multiple-input multiple-output linear systems. The proposed solution offers consistent system identification, bounding of the steady-state covariance, and computational savings. Also, this solution is applicable to a larger class of problems than previously proposed solutions.Keywords
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