Recursive Identification for Dynamic Linear Systems from Noisy Input-Output Measurements

<table>Estimation of <svg height="19.4125" id="M211" style="vertical-align:-5.76984pt" version="1.1" viewbox="0 0 22.6875 19.4125" width="22.6875" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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<g transform="matrix(.017,-0,0,-.017,.062,12.162)"><path d="M529 97q-70 -109 -136 -109q-41 0 -56 94q-23 144 -37 284q-38 -88 -99 -202.5t-93 -156.5q-26 -8 -76 -19l-9 21q71 78 145.5 193t124.5 232q-5 84 -15 128q-12 55 -29.5 75.5t-42.5 20.5q-21 0 -45 -13l-8 24q16 17 46 30t55 13q43 0 70 -46.5t40 -169.5
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</svg> in System 3 with ARMA input process.</table>

Journal of Applied Mathematics

fig6

Figure 6

Figure 6: Recursive Identification for Dynamic Linear Systems from Noisy Input-Output Measurements 