On convergence of the recursive identification algorithms

DOI10.1109/TAC.1981.1102776MaRDI QIDQ3931284zbMATH OpenOpenAlexFDO

Authors Yakov Z. Tsypkin, O. V. Gulinsky, Eduard Aved'yan

Publication date 1981

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

Full work available at URL https://doi.org/10.1109/tac.1981.1102776

zbMATH Keywords

approximate maximum likelihood methodaveraging principlelinear dynamic systemsrecursive identification algorithmstochastic difference equations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(4)

• Stability of stochastic 2-D systems
• Identification of ‘ moving average’ plants under unobservable disturbances
• Locally optimal adaptive control without persistent excitation
• Stochastic identification and digital control of a heat exchanger: a simulation test case

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