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- W2056488019 abstract "Abstract The purpose of the paper is to give the recursive estimate for coefficients of the single-input–single-output (SISO) errors-in-variables (EIV) system and to prove its strong consistency. The observation noises of the EIV system are assumed to be ARMA processes, and the system input is taken to be an iid sequence. The recursive estimation algorithm is given with the help of stochastic approximation (SA) method and the strong consistency is established under reasonable conditions. The numerical simulation is consistent with the theoretical analysis." @default.
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- W2056488019 date "2008-05-01" @default.
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- W2056488019 title "Identification of errors-in-variables systems with ARMA observation noises" @default.
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