A recursive (on-line) maximum likelihood identification method

DOI10.1109/TAC.1974.1100722MaRDI QIDQ4042954zbMATH OpenOpenAlexFDO

Authors Csilla Bányász, Janos J. Gertler

Publication date 1974

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

Full work available at URL https://doi.org/10.1109/tac.1974.1100722

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(8)

• A theoretical analysis of recursive identification methods
• Analysis of a general recursive prediction error identification algorithm
• Estimation control in dynamic models with applications to environmental modelling
• Recursive maximum likelihood identification of a non-linear output-affine model
• Some aspects of recursive parameter estimation
• Interactive maximum likelihood estimation
• Advanced methods of recursive time-series analysis
• Nonlinear identification of electro-magnetic force model

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