A theoretical analysis of recursive identification methods

DOI10.1016/0005-1098(78)90088-2zbMath0418.93084MaRDI QIDQ1132050

Lennart Ljung, Torsten Söderström, Ivar Gustavsson

Publication date: 1978

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(78)90088-2

zbMATH Keywords

identification; convergence analysis; parameter estimation; recursive algorithms; accuracy of identification; linear single-input; single-output systems

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

93E11: Filtering in stochastic control theory

93E12: Identification in stochastic control theory

62L12: Sequential estimation

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Cites Work