This paper presents a new method of joint parameter and stale estimation called pseudo-linear identification (PLID), extending a method given by Salut (I) to the more gencr31 case where the system inputs and output measurements arc corrupted by noise. PLID can be applied to linear, strictly proper, completely observable, completely controllable, discrete-time MIMO systems with known structure and unknown parameters, without assumptions about pole and zero locations. It is proved, under standard gaussian assumptions, that for lime- invariant systems PLI D is the optimal estimator (in the mean-square error sense) of the states and parameters conditioned on the input and output measurements; and. under a reasonable criterion for persistency of excitation, that the PLID parameter estimates converge a.e. to the true parameter values.

Date of creation, presentation, or exhibit



Proceedings of the American Control Conference, Atlanta, Georgia, 1988 Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works in February 2014.

Document Type

Conference Proceeding

Department, Program, or Center

Microelectronic Engineering (KGCOE)


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