Extension of the Steiglitz and McBride identification technique
暂无分享,去创建一个
The Steiglitz and McBride identification technique was orginally developed for data containing uncorrelated noise in the output. A way of adopting this technique to correlated noise is presented here. It is also shown that the technique can be used for data containing noise in the input.
[1] K. Steiglitz,et al. Maximum likelihood estimation of rational transfer function parameters , 1967, IEEE Transactions on Automatic Control.
[2] L. Mcbride,et al. A technique for the identification of linear systems , 1965 .
[3] M. Levin. Estimation of a system pulse transfer function in the presence of noise , 1964 .