Optimality in identification of linear plants

DOI10.1080/00207728308926442zbMath0502.93073OpenAlexW2014969802MaRDI QIDQ3968868

Yakov Z. Tsypkin

Publication date: 1983

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728308926442

zbMATH Keywords

prior informationidentification algorithmforecasting modelidentification performance criterion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Survival analysis and censored data (62N99)

Related Items (2)

Analysis of robust stochastic approximation algorithms for process identification ⋮ Sequential online subsampling for thinning experimental designs

Cites Work

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• Dynamic system identification. Experiment design and data analysis
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• Comparison of six on-line identification and parameter estimation methods
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• Introduction to stochastic control theory
• Regression and the Moore-Penrose pseudoinverse
• Robust estimation via stochastic approximation
• Robust estimation of signal amplitude
• The 1972 Wald Lecture Robust Statistics: A Review
• Robust estimation: A condensed partial survey

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