On criterion selection and noise model parametrization for prediction-error identification methods

DOI10.1080/00207178108922561zbMath0488.93057OpenAlexW2093142903MaRDI QIDQ3950427

Petre Stoica, Torsten Söderström

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/00207178108922561

zbMATH Keywords

noise model parametrizationprediction-error identification methods

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)

Related Items (1)

Augmented hybrid method for continuous process identification from sampled data with coloured noise

This page was built for publication: On criterion selection and noise model parametrization for prediction-error identification methods