Recursive parameter estimation of transfer function models

DOI10.1080/00207178408933290zbMath0542.62080OpenAlexW2165093868MaRDI QIDQ3330349

Lon-Mu Liu, Mostafa Hashem Sherif

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933290

zbMATH Keywords

convergence analysisextended Kalman filtersimulation studyLjung's theorymultiple-input transfer-function modelsrecursive estimation of transfer-function models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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Cites Work

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