%0 Journal Article
%T An Algorithm for Eestimation of Parameters in Linear Dynamic Model<br>一种线性动态模型参数估计方法
%A Jiang Tao
%A <br>江韬
%J 自动化学报
%D 1989
%I 
%X This paper presents an algorithm for estimating parameters in linear dynamic model with unknown structure of noisy process. It is an extension and modificatio of Durbin's aigorithm.It can yield the (globally) consistent estimates of both real process and noisy process.Five simulation examples illustrate its effectiveness.
%K Time series
%K System identification
%K Parameter
%K estimation
%K Linear system<br>最小二乘法
%K 线性系统
%K 参数估计
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=C1A1DBDA8B427694F0AA6D7FB92ABC63&yid=1833A6AA51F779C1&vid=23CCDDCD68FFCC2F&iid=CA4FD0336C81A37A&sid=B9704B40A4225A24&eid=9C65ADEB5990B252&journal_id=0254-4156&journal_name=自动化学报&referenced_num=1&reference_num=1