The Identification of Linear Stochastic Systems

Abstract

The report considers the problem of the identification of linear stochastic systems. A current state-of-the-art assessment of the general field of system identification is given, and criteria for the classification and selection of identification methods are presented and discussed. Several of the more papular identification methods from the literature are investigated and summarized. A bibliography containing 185 references, keyed by identification methods and other relevant headings, is included. Using the state variable formulation for a discrete linear stochastic system, a detailed exposition of a few of the on-line identification methods currently appearing in the literature is presented.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1972
Accession Number
AD0741437

Entities

People

  • Adolph Harris

Organizations

  • Air Force Institute of Technology

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Computational Science
  • Control Systems
  • Control Systems Engineering
  • Data Science
  • Differential Equations
  • Electrical Engineering
  • Estimators
  • Information Science
  • Kalman Filtering
  • Kalman Filters
  • Mathematical Filters
  • Probability
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Stochastic Processes

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  • Library and Information Science
  • Operations Research
  • Systems Analysis and Design