Error propagation properties of recursive least-squares adaptation algorithms

DOI10.1016/0005-1098(85)90110-4zbMath0575.93068OpenAlexW1983627164MaRDI QIDQ1064310

Stefan Ljung, Lennart Ljung

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90110-4

zbMATH Keywords

recursive identificationleast-squares algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Identification in stochastic control theory (93E12) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cites Work

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• A fast sequential algorithm for least-squares filtering and prediction
• On digital implementation of the fast kalman algorithms
• Fast, recursive-least-squares transversal filters for adaptive filtering
• Least-Squares Algorithms for Adaptive Equalizers

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