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

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10.1080/00207177708922330

Cite this

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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",

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journal = "International Journal of Control",

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T1 - On stochastic system identification through Liapunov functions

AU - Akashi, Hajime

AU - Moustafa, Kamal A.

PY - 1977/10

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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.

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DO - 10.1080/00207177708922330

M3 - Article

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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

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