Novel parameter estimation method for the systems with colored noises by using the filtering identification idea

• Published in: Systems & control letters Vol. 186; p. 105774
• Main Authors: Xu, Ling, Ding, Feng, Zhang, Xiao, Zhu, Quanmin
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.04.2024
• Subjects: Auxiliary model; Parameter estimation; Recursive identification; Stochastic gradient; Recursive identification; Parameter estimation; Auxiliary model; Stochastic gradient

Compared with the systems with white noise disturbances, the parameter identification of the systems with colored noises (i.e., correlated noises) is more difficult. In this letter, we use the model transformation to study the identification problem for the systems with colored noises by using the f...