Non-convergence of the approximate maximum likelihood identification algorithm
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Cites work
- A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise
- Counterexamples to general convergence of a commonly used recursive identification method
- Estimation of parameters in a partially whitened representation of a stochastic process
- scientific article; zbMATH DE number 3482185 (Why is no real title available?)
- scientific article; zbMATH DE number 1383465 (Why is no real title available?)
- Non-convergence of the approximate maximum likelihood identification algorithm
- On positive real transfer functions and the convergence of some recursive schemes
- Theory and applications of adaptive control - a survey
Cited in
(9)- On-line identification of parameters of a linear multivariable discrete- time system and their convergence characteristics
- Convergence analysis of ladder algorithms for AR and ARMA models
- A theoretical analysis of recursive identification methods
- Non-convergence of the approximate maximum likelihood identification algorithm
- Suboptimal control of linear stochastic multivariable systems with unknown parameters
- Theory and applications of selftuning regulators
- A new algorithm for recursive estimation of parameters in controlled ARMA processes
- System identification. A survey
- Fast GLS algorithm for parameter estimation
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