Recursive Identification Dynamic Systems with Errors-in-Variables using Nonlinear Least-Square

D.V. Ivanov and O.A. Katsyuba (Russia)


Recursive identification, errors-in-variables, stochastic approximation


Recursive algorithm are proposed for identification multi-input-single-output (MISO) linear dynamic systems with errors-in-variables. The estimates are proved to be convergent to the true values with probability one. The results of a simulated example indicate that the proposed algorithm provides good estimates.

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