Recursive estimator of the solutions of linear equation sequence

DOI10.1109/TAC.1984.1103474zbMath0534.62057MaRDI QIDQ3317936

Fryderyk Z. Unton

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

linear equationrecursive estimates

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Sequential estimation (62L12) Probabilistic methods, stochastic differential equations (65C99)

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Modified recursive least-squares algorithm for parameter identification

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