Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

Liu, LJ; Ding, F; Zhu, QM

Ding, F (reprint author), Jiangnan Univ, Sch Internet Things Engn, Minist Educ, Key Lab Adv Proc Control Light Ind, Wuxi 214122, Peoples R China.; Ding, F (reprint author), Qingdao Univ Sci & Technol, Coll Automat & Elect Engn, Qingdao 266042, Peoples R C

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2018; 49 (13): 2763

Abstract

This paper considers the recursive identification problems for a class of multivariate autoregressive equation-error systems with autoregressive noise......

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