A non-parametric normalized stochastic approximation algorithm for on-line identification of multivariable systems

DOI10.1080/00207727908941585zbMath0403.93047OpenAlexW2019942182MaRDI QIDQ4189160

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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/10.1080/00207727908941585

zbMATH Keywords

Multivariable SystemsNon-Parametric Normalized Stochastic ApproximationOn-Line Identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cites Work

• Canonical structures in the identification of multivariable systems
• Efficient algorithm for irreducible realization of a rational matrix
• Structure determination and parameter identification for multivariable stochastic linear systems
• Power system load forecasting using smoothing techniques
• Identification of multivariable systems A critical review†

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