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Mar, 2024
基于采样数据的在线随机连续时间Wiener模型识别
Online Identification of Stochastic Continuous-Time Wiener Models Using Sampled Data
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Mohamed Abdalmoaty, Efe C. Balta, John Lygeros, Roy S. Smith
TL;DR
通过基于输出误差预测器的简单递归在线估计算法，开发了一种连续时间随机参数Wiener模型的鉴定方法，该方法适用于通用模型参数化，并且在光谱扰动过程的假设方面表现出鲁棒性。
Abstract
It is well known that ignoring the presence of
stochastic disturbances
in the identification of
stochastic wiener models
leads to asymptotically biased estimators. On the other hand, optimal statistical identific
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