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

Table 2

Comparison of the estimations for different SNRs.

𝜆𝜉	𝜆𝑢	𝜆𝑦	Average error
1	0.05	0.05	0.0025
1	0.2	0.2	0.0039
1	0.2	0.5	0.0040
1	0.5	0.2	0.0049
1	0.5	0.5	0.0052
1	1	1	0.0086
1	1	2	0.0064