Autoregressive models in stochastic approximation algorithms for parameter estimation

DOI10.1080/00207727908941609zbMath0402.93039OpenAlexW1978628605MaRDI QIDQ4187673

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Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/00207727908941609

zbMATH Keywords

Parameter EstimationUnbiased EstimateAutoregressive ModelsDiagonal Matrix GainLinear Discrete Time SystemsMeasurement NoiseScalar GainSquare Matrix GainStochastic Approximation Algorithms

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

Identification of stochastic linear systems in presence of input noise

Cites Work

• On the stochastic approximation method and optimal fittering theory
• Unnamed Item

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