Identification of ‘ moving average’ plants under unobservable disturbances

DOI10.1080/00207728508926674zbMath0573.93071OpenAlexW2067347470MaRDI QIDQ3691561

G. K. Kel'mans

Publication date: 1985

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728508926674

zbMATH Keywords

algorithmsrate of convergenceasymptotic propertiesidentification problemclosured noiseestimates of the plant parametersmoving average plant

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• The convergence of some recursion
• The convergence of AML
• A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise
• On convergence of the recursive identification algorithms
• Active identification of dynamic systems in face of ‘ coloured ’ disturbances
• Counterexamples to general convergence of a commonly used recursive identification method
• Analysis of recursive stochastic algorithms

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