A comparative analysis of various least-squares identification algorithms

DOI10.1016/0005-1098(80)90008-4MaRDI QIDQ1155574zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1980

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(80)90008-4

zbMATH Keywords

identificationrobustnessadaptive controldifference equationsfilteringlinear systemsnumerical analysiscomputational methodsstochastic systemsleast squares approximationdigital controldiscrete time systemscorrelation methodsautocorrelation formequation-error algorithmleast-squares identification algorithmsMarkel-Gray algorithmsquare-root algorithmtime-series identification algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

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Cited in

(3)

• Fast algorithm of Chandrasekhar type for ARMA model identification
• A comparative analysis of various least-squares identification algorithms
• Error propagation properties of recursive least-squares adaptation algorithms

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