Recursive Identification of Continuous Two-Dimensional Systems in the Presence of Additive Colored Noise

In this paper, a recursive algorithm is developed to estimate the parameters of a partial differential equation as a continuous two-dimensional (2-D) system in the presence of additive colored noise. The system is modelled as hybrid Box-Jenkins model. No comprehensive algorithm for identification of continuous 2-D systems simultaneous with noise process parameter estimation has been proposed so far. Also, there is no recursive method to identify the continuous 2-D systems. The proposed algorithm estimates the noise-free system parameters and colored noise process parameters based on the instrumental variable method simultaneously. Finally, the performance of the proposed method is evaluated by a numerical example.