Asymptotically optimum recursive prediction error methods in adaptive estimation and control
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Publication:1072510
DOI10.1016/0005-1098(86)90086-5zbMath0586.93043MaRDI QIDQ1072510
Publication date: 1986
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(86)90086-5
adaptive control; linear, discrete-time, stochastic plants; parameter identification algorithm; recursive prediction
62M20: Inference from stochastic processes and prediction
93C40: Adaptive control/observation systems
93C55: Discrete-time control/observation systems
93C05: Linear systems in control theory
93E12: Identification in stochastic control theory
68N25: Theory of operating systems
Cites Work
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- An approach to nonlinear programming
- Persistence of excitation in extended least squares
- Convergence of adaptive minimum variance algorithms via weighting coefficient selection
- A modified prefilter for some recursive parameter estimation algorithms
- Recursive Prediction Error Methods for Adaptive Estimation