On-line modified least-squares parameter estimation of linear discrete dynamic systems
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Publication:4120456
DOI10.1080/00207177708922235zbMath0349.93053OpenAlexW1985874053MaRDI QIDQ4120456
Publication date: 1977
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177708922235
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
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