Robust estimation without positive real condition

The strictly positive real (SPR) condition on the noise model is necessary for a discrete-time linear stochastic control system with unmodeled dynamics, even so for a time-invariant ARMAX system, in the past robust analysis of parameter estimation. However, this condition is hardly satisfied for a h...

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Veröffentlicht in:	IEEE transactions on automatic control 1998-07, Vol.43 (7), p.938-943
Hauptverfasser:	LI, R, HONG, H
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithm design and analysis Applied sciences Computer science control theory systems Control system analysis Control system synthesis Control theory. Systems Design methodology Exact sciences and technology Multidimensional systems Noise robustness Parameter estimation Polynomials Robust control Stochastic resonance Stochastic systems
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