Journal of East China Normal University(Natural Sc ›› 2003, Vol. 2003 ›› Issue (3): 13-23.

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On-line Identification for Systems with Unknown Delay, Orders and Cofficients

RUAN Rong-yao;1 YANG Chang-li12; GONG Miao-kun1   

  1. 1 Department of Mathematics, East China Normal University, Shanghai 200062,China 2 School of Information Science and Technogy, East China Normal University, Shanghai 200062, China
  • Received:1900-01-01 Revised:1900-01-01 Online:2003-09-10 Published:2003-09-10

Abstract: This paper proposes a new recursive estimate algorithm for unknown time-delay,orders and coefficients of linear discrete-time stochastic control systems (ARMAX model). It is proved that the estimates of the time-delay, orders and coefficients are strongly consistent.Simultaneously, a faster convergent rate of the coefficient estimates to their true values is obtained.

Key words: order estimation, parameter estimation, on-line identification, strong consistency, convergent rate, ARMAX model, order estimation, parameter estimation, on-line identification, strong consistency, convergent rate