Recursive computational formulas of the least squares criterion functions for scalar system identification
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Publication:1991294
DOI10.1016/j.apm.2013.05.059zbMath1449.93245OpenAlexW2054342620MaRDI QIDQ1991294
Publication date: 30 October 2018
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2013.05.059
parameter estimationsystem modelingleast squaresrecursive algorithmnumerical algorithmcriterion function
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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