The Recursive Identification of Stochastic Linear Dynamical Systems Simulation Study

This Paper deals with the recursive identification problem of stochastic linear dynamical systems , Important Algorithms are explained in the identification system domains that are time-varying, and using a recursive Least Square method with a famous approach to estimate the model parameter, that a...

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Bibliographic Details
Format: Article
Language:Arabic
Published: College of Computer Science and Mathematics, University of Mosul 2011-06-01
Series:المجلة العراقية للعلوم الاحصائية
Online Access:https://stats.mosuljournals.com/article_28368_cf8f38c6cf3d7c4f6235fc8d26dd087a.pdf