Fast transversal versions of the RIV algorithm

DOI<267::AID-ACS350>3.0.CO;2-4 10.1002/(SICI)1099-1115(199603)10:2/3<267::AID-ACS350>3.0.CO;2-4zbMath0952.93129OpenAlexW2029879770MaRDI QIDQ4883779

Ananthram Swami

Publication date: 11 January 2001

Full work available at URL: https://doi.org/10.1002/(sici)1099-1115(199603)10:2/3<267::aid-acs350>3.0.co;2-4

zbMATH Keywords

tracking behaviourchannel system identificationfast transversal algorithmfast versionsinstrumental variable processrecursive instrumental variable

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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