On convergence of the recursive identification algorithms

DOI10.1109/TAC.1981.1102776zbMath0474.93065OpenAlexW1995236981MaRDI QIDQ3931284

Yakov Z. Tsypkin, O. V. Gulinsky, Eduard D. Aved'yan

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1109/tac.1981.1102776

zbMATH Keywords

averaging principlestochastic difference equationslinear dynamic systemsrecursive identification algorithmapproximate maximum likelihood method

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Locally optimal adaptive control without persistent excitation ⋮ Stability of stochastic 2-D systems ⋮ Stochastic identification and digital control of a heat exchanger: a simulation test case ⋮ Identification of ‘ moving average’ plants under unobservable disturbances

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