A modified prefilter for some recursive parameter estimation algorithms

DOI10.1109/TAC.1982.1102835zbMath0475.93067OpenAlexW2146544711MaRDI QIDQ3931143

Benjamin Friedlander

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1982.1102835

zbMATH Keywords

recursive maximum likelihood algorithmrecursive parameter estimation algorithmsimproved transient behaviormodified prefilter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

System identification techniques for adaptive signal processing ⋮ Recursive identification algorithms for continuous systems using an adaptive procedure ⋮ Asymptotically optimum recursive prediction error methods in adaptive estimation and control

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