scientific article

zbMath0485.93065MaRDI QIDQ3946049

V. Peterka

Publication date: 1981

Full work available at URL: https://eudml.org/doc/28797

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

real-time parameter estimationoutput predictionfactorization of the covariance matrixautoregressive-moving average system modelsclosed adaptive control loop

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

When has estimation reached a steady state? The Bayesian sequential test

Cites Work

• Bayesian system identification
• Comparison of six one-line identification algorithms
• Comparison of six on-line identification and parameter estimation methods
• Interactive maximum likelihood estimation
• A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise
• An innovations approach to least-squares estimation--Part VII: Some applications of vector autoregressive-moving average models

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