Optimality in identification of linear plants

DOI10.1080/00207728308926442MaRDI QIDQ3968868zbMATH OpenOpenAlexFDO

Authors Yakov Z. Tsypkin

Publication date 1983

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (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) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Survival analysis and censored data (62N99)

Cites work

• scientific article; zbMATH DE number 3150976 (Why is no real title available?)
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• scientific article; zbMATH DE number 4093341 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Comparison of six on-line identification and parameter estimation methods
• Dynamic system identification. Experiment design and data analysis
• Introduction to stochastic control theory
• Optimization of stochastic systems. Topics in discrete-time systems
• Regression and the Moore-Penrose pseudoinverse
• Robust estimation of signal amplitude
• Robust estimation via stochastic approximation
• Robust estimation: A condensed partial survey
• Robustized recursive estimation with applications
• The 1972 Wald Lecture Robust Statistics: A Review

Cited in

(2)

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

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