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

Table 1

Estimation results of System 1.

Parameter	True value	Estimation
𝑎1	−0.20	−0.1975±0.0025
𝑎2	−0.15	−0.1483±6.9910𝑒^−4
𝑏1	0.30	0.2842±2.3776𝑒^−4
𝑏2	−0.27	−0.2574±7.5975𝑒^−4
𝜆𝑦	0.20	0.1922±4.5330𝑒^−4
𝜆𝑢	0.50	0.5125±0.0024