A theoretical analysis of recursive identification methods

DOI10.1016/0005-1098(78)90088-2zbMath0418.93084OpenAlexW1964500506MaRDI QIDQ1132050

Ivar Gustavsson, Lennart Ljung, Torsten Söderström

Publication date: 1978

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(78)90088-2

zbMATH Keywords

identificationconvergence analysisparameter estimationrecursive algorithmsaccuracy of identificationlinear single-inputsingle-output systems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Sequential estimation (62L12)

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