Real-time parameter estimation and output prediction for ARMA-type system models

Václav Peterka

Kybernetika (1981)

  • Volume: 17, Issue: 6, page 526-533
  • ISSN: 0023-5954

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Peterka, Václav. "Real-time parameter estimation and output prediction for ARMA-type system models." Kybernetika 17.6 (1981): 526-533. <http://eudml.org/doc/28797>.

@article{Peterka1981,
author = {Peterka, Václav},
journal = {Kybernetika},
keywords = {real-time parameter estimation; output prediction; autoregressive-moving average system models; closed adaptive control loop; factorization of the covariance matrix},
language = {eng},
number = {6},
pages = {526-533},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Real-time parameter estimation and output prediction for ARMA-type system models},
url = {http://eudml.org/doc/28797},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Peterka, Václav
TI - Real-time parameter estimation and output prediction for ARMA-type system models
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 6
SP - 526
EP - 533
LA - eng
KW - real-time parameter estimation; output prediction; autoregressive-moving average system models; closed adaptive control loop; factorization of the covariance matrix
UR - http://eudml.org/doc/28797
ER -

References

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  1. H. B. Aasnaes T. Kailath, An innovations approach to least-squares estimation - Part VII: Some applications of vector autoregressive-moving average models, IEEE Trans. Autom. Control AC-13 (1973), 6, 646-655. (1973) MR0441506
  2. K. Åström T. Bohlin, Numerical identification of linear dynamic systems from normal operating records, IFAC Symp. on Self-Adaptive Systems, Teddington, England, 1965; also in: Theory of Self-Adaptive Control Systems (P. H. Hammond, ed.), Plenum Press, 1966. (1965) 
  3. R. Isermann U. Bauer W. Bamberger P. Kneppo H. Siebert, Comparison of six on-line identification and parameter estimation methods, Automatica 10 (1974), 81 - 103. (1974) 
  4. V. Panuska, A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise, IEEE Trans. Autom. Control AC-25 (1980), 2, 229-235. (1980) Zbl0465.93080MR0567379
  5. V. Peterka M. Kárný, Bayesian system classification, Proc. 5-th IFAC Symp. on Identification and System Parameter Estimation, Darmstadt, FRG 1979, Vol. 2, 349-356. (1979) 
  6. V. Peterka, Bayesian approach to system identification, In: Trends and Progress in System Identification (P. Eykhofif, ed.), Pergamon Press, Oxford 1981. (1981) 
  7. D. L. Prager P. E. Wellstead, Interactive maximum likelihood estimation, Internat. J. Control 32 (1980), 6, 1005-1030. (1980) MR0597785
  8. G. N. Saridis, Comparison of six on-line identification algorithms, Automatica 10 (1974), 69-79. (1974) 
  9. T. Söderström L. Ljung I. Gustavsson, A Comparative Study of Recursive Identification Methods, Dep. Automat. Control, Lund Inst. Technol., Lund, Sweden, Rep. 7427, 1974. (1974) 
  10. Z. Vostrý, A numerical method of matrix spectral factorization, Kybernetika 8 (1972), 5, 448-470. (1972) MR0331741

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