Convergence of HLS estimation algorithms for multivariable ARX-like systems

DOI10.1016/j.amc.2007.01.089zbMath1117.93332OpenAlexW2044421608MaRDI QIDQ2383841

Feng Ding, Peter Xiaoping Liu, Ling Yun Wang

Publication date: 19 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.01.089

zbMATH Keywords

parameter estimationmultivariable systemsleast squaresconvergence propertieshierarchical identification principleRecursive identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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