Restricted exponential forgetting in real-time identification

DOI10.1016/0005-1098(87)90054-9zbMath0634.93073OpenAlexW2152095889MaRDI QIDQ1097232

Rudolf Kulhavý

Publication date: 1987

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(87)90054-9

zbMATH Keywords

adaptive estimationoutdated informationlinear Gaussian regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites Work

• Practical issues in the implementation of self-tuning control
• Bayesian system identification
• Unification of discrete time explicit model reference adaptive control designs
• On Information and Sufficiency
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