Some properties of the output error method

DOI10.1016/0005-1098(82)90031-0zbMath0474.93068OpenAlexW2137213244MaRDI QIDQ1159646

Petre Stoica, Torsten Söderström

Publication date: 1982

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(82)90031-0

zbMATH Keywords

identificationconvergence analysisparameter estimationaccuracyprediction error methodquasilinearization algorithmoutput error methodsufficient conditions for a unique local minimum

Mathematics Subject Classification ID

Related Items (10)

Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models ⋮ Simulation error minimization identification based on multi-stage prediction ⋮ Locally robust identification of linear systems containing unknown gain elements with application to adapted IIR lattice models ⋮ Cost function shaping of the output error criterion ⋮ Global convergence conditions in maximum likelihood estimation ⋮ Gradient Descent Learns Linear Dynamical Systems ⋮ An iterative algorithm for simulation error based identification of polynomial input–output models using multi-step prediction ⋮ Large signal-to-noise ratio quantification in MLE for ARARMAX models ⋮ Uniqueness of prediction error estimates of multivariable moving average models ⋮ Uniqueness of estimated k-step prediction models of ARMA processes

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• On positive real transfer functions and the convergence of some recursive schemes
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