On stochastic system identification through Liapunov functions

Hajime Akashi; Kamal A. Moustafa

doi:10.1080/00207177708922330

On stochastic system identification through Liapunov functions

Hajime Akashi, Kamal A. Moustafa

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

The new approach of system identification through Liapunov functions is applied to stochastic systems. We demonstrate the possibility of constructing a consistent identification scheme to estimate the system parameters in the presence of noise, providing that the input is persistently exciting. A practical identification scheme is provided to obtain estimates with bounded estimation errors, where the bound can be made arbitrarily small.

Original language	English
Pages (from-to)	573-582
Number of pages	10
Journal	International Journal of Control
Volume	26
Issue number	4
DOIs	https://doi.org/10.1080/00207177708922330
Publication status	Published - Oct 1977
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications

Access to Document

10.1080/00207177708922330

Cite this

@article{e0f61e101a2149d08fa1bfac4c2d607b,

title = "On stochastic system identification through Liapunov functions",

abstract = "The new approach of system identification through Liapunov functions is applied to stochastic systems. We demonstrate the possibility of constructing a consistent identification scheme to estimate the system parameters in the presence of noise, providing that the input is persistently exciting. A practical identification scheme is provided to obtain estimates with bounded estimation errors, where the bound can be made arbitrarily small.",

author = "Hajime Akashi and Moustafa, {Kamal A.}",

year = "1977",

month = oct,

doi = "10.1080/00207177708922330",

language = "English",

volume = "26",

pages = "573--582",

journal = "International Journal of Control",

issn = "0020-7179",

publisher = "Taylor and Francis Ltd.",

number = "4",

}

TY - JOUR

T1 - On stochastic system identification through Liapunov functions

AU - Akashi, Hajime

AU - Moustafa, Kamal A.

PY - 1977/10

Y1 - 1977/10

N2 - The new approach of system identification through Liapunov functions is applied to stochastic systems. We demonstrate the possibility of constructing a consistent identification scheme to estimate the system parameters in the presence of noise, providing that the input is persistently exciting. A practical identification scheme is provided to obtain estimates with bounded estimation errors, where the bound can be made arbitrarily small.

AB - The new approach of system identification through Liapunov functions is applied to stochastic systems. We demonstrate the possibility of constructing a consistent identification scheme to estimate the system parameters in the presence of noise, providing that the input is persistently exciting. A practical identification scheme is provided to obtain estimates with bounded estimation errors, where the bound can be made arbitrarily small.

UR - http://www.scopus.com/inward/record.url?scp=0017542321&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0017542321&partnerID=8YFLogxK

U2 - 10.1080/00207177708922330

DO - 10.1080/00207177708922330

M3 - Article

AN - SCOPUS:0017542321

SN - 0020-7179

VL - 26

SP - 573

EP - 582

JO - International Journal of Control

JF - International Journal of Control

IS - 4

ER -

On stochastic system identification through Liapunov functions

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this