Bias compensation methods for stochastic systems with colored noise

Author:

Zhang Yong,Cui Guimei

Funder

Provincial Natural Science Foundation of Inner Mongolia

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation

Reference17 articles.

1. System Identification: Theory for the User;Ljung,1999

2. On a least-squares-based algorithm for identification of stochastic linear systems;Zheng;IEEE Trans. Signal Process.,1998

3. Robust identification of stochastic linear systems with correlated noise;Feng;IEE Proc. Control Theory Appl. Part D,1991

4. Comparisons of bias compensation methods and other identification approaches for Box–Jenkins models;Yang;Control Theory Appl.,2007

5. Extended stochastic gradient identification algorithms for Hammerstein–Wiener ARMAX systems;Wang;Comput. Math. Appl.,2008

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