RECURSIVE SYSTEM IDENTIFICATION |
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| Authors: | Han-Fu Chen |
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| Affiliation: | Key Laboratory of Systems and Control, Institute of Systems Science, AMSS Chinese Academy of Sciences, Beijing 100190, China |
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| Abstract: | Most of existing methods in system identification with possible exception of those for linear systems are off-line in nature, and hence are nonrecursive.This paper demonstrates the recent progress in recursive system identification.The recursive identifi-cation algorithms are presented not only for linear systems (multivariate ARMAX systems) but also for nonlinear systems such as the Hammerstein and Wiener systems, and the non-linear ARX systems.The estimates generated by the algorithms are online updated and converge a.s.to the true values as time tends to infinity. |
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| Keywords: | recursive identification ARMAX Hammerstein systems Wiener systems nonlinear ARX systems stochastic approximation convergence |
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