Asymptotically optimum recursive prediction error methods in adaptive estimation and control

DOI10.1016/0005-1098(86)90086-5zbMath0586.93043OpenAlexW1978275957MaRDI QIDQ1072510

John B. Moore, René K. Boel

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90086-5

zbMATH Keywords

adaptive controllinear, discrete-time, stochastic plantsparameter identification algorithmrecursive prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Theory of operating systems (68N25)

Cites Work

• Unnamed Item
• Recursive prediction error algorithms without a stability test
• Stochastic adaptive control using a modified least squares algorithm
• An approach to nonlinear programming
• Persistence of excitation in extended least squares
• Convergence of adaptive minimum variance algorithms via weighting coefficient selection
• A modified prefilter for some recursive parameter estimation algorithms
• Recursive Prediction Error Methods for Adaptive Estimation

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