A new algorithm for recursive estimation of parameters in controlled ARMA processes

DOI10.1016/0005-1098(84)90084-0zbMath0559.93076OpenAlexW1997301146MaRDI QIDQ2265989

J. M. C. Clark, Karl Johan Åström, David Q. Mayne

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://lup.lub.lu.se/record/8601924

zbMATH Keywords

algorithmconsistencyefficiencyrecursive estimation

Mathematics Subject Classification ID

Related Items (2)

Consistency and relative efficiency of subspace methods ⋮ A new algorithm for recursive estimation of parameters in controlled ARMA processes

Cites Work

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• Non-convergence of the approximate maximum likelihood identification algorithm
• Linear identification of ARMA processes
• A new algorithm for recursive estimation of parameters in controlled ARMA processes
• The Fitting of Time-Series Models
• Analysis of recursive stochastic algorithms

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