Gradient computation in prediction error identification of linear discrete-time systems

DOI10.1109/TAC.1982.1102969zbMath0487.93064MaRDI QIDQ3948982

G. A. van Zee, Okko H. Bosgra

Publication date: 1982

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

zbMATH Keywords

prediction error identificationgradient computation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Dynamic programming (90C39) Identification in stochastic control theory (93E12)

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