Towards more precise recursive prediction error algorithms

DOI10.1016/0005-1098(90)90011-6zbMath0701.93101OpenAlexW2042532501MaRDI QIDQ914639

Roman Weinfeld

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90011-6

zbMATH Keywords

identificationrecursive Gauss-Newton algorithm

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites Work

• Instrumental variable methods for system identification
• Maximum likelihood and prediction error methods
• Analysis of a general recursive prediction error identification algorithm
• Newton-Raphson algorithm for the recursive generalized least-squares identification
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