Dynamic system identification. Experiment design and data analysis

zbMath0578.93060MaRDI QIDQ1066857

Graham C. Goodwin, Robert L. Payne

Publication date: 1977

Published in: Mathematics in Science and Engineering (Search for Journal in Brave)

zbMATH Keywords

algorithmsparameter estimationmaximum likelihoodleast squaresmaximumrecursive estimationexperimental designminimum riskclosed loop estimationminimax entropyposteriori

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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