Recursive prediction error algorithms without a stability test

DOI10.1016/0005-1098(80)90009-6zbMath0466.93083OpenAlexW2259813896MaRDI QIDQ1155576

Haim Weiss, John B. Moore

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90009-6

zbMATH Keywords

predictionparameter estimationexponential stabilitycomputational methodsadaptive systemsstochastic systemsKalman gainrecursive prediction error algorithms

Mathematics Subject Classification ID

Related Items (2)

The modified gain extended Kalman filter and parameter identification in linear systems ⋮ Asymptotically optimum recursive prediction error methods in adaptive estimation and control

Cites Work

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• A theoretical analysis of recursive identification methods
• Model approximations via prediction error identification
• Stability properties of Kalman-Bucy filters
• Coping with singular transition matrices in estimation and control stability theory†
• Estimation and Feedback in Linear Time-Varying Systems: A Deterministic Theory
• Analysis of recursive stochastic algorithms
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• Recursive Prediction Error Methods for Adaptive Estimation

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