Refined instrumental variable methods of recursive time-series analysis Part III. Extensions

DOI10.1080/00207178008961080zbMath0468.93089OpenAlexW1991468312WikidataQ59988700 ScholiaQ59988700MaRDI QIDQ3922597

Peter C. Young, Anthony J. Jakeman

Publication date: 1980

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178008961080

zbMATH Keywords

algorithmsestimationstochastic dynamic systemsrecursive time-series analysismulti-input, single output transfer function modelsoptimal generalized equation errorself-adaptive (self tuning) controlstochastic state reconstruction (Wiener-Kalman) filters

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03) Model systems in control theory (93C99)

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• Self-tuning pole/zero assignment regulators
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• Adaptive observers with exponential rate of convergence
• Refined instrumental variable methods of recursive time-series analysis Part I. Single input, single output systems
• Least squares estimation in dynamic-disturbance time series models
• LINEAR REGRESSION APPLIED TO SYSTEM IDENTIFICATION FOR ADAPTIVE CONTROL SYSTEMS

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