Comments on 'Non-convergence of the approximate maximum likelihood identification algorithm

DOI10.1016/0005-1098(80)90059-XzbMath0449.93062OpenAlexW2059839843MaRDI QIDQ1147674

Lennart Ljung

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90059-x

zbMATH Keywords

non-convergencemaximum likelihood identification algorithm

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cites Work

• A theoretical analysis of recursive identification methods
• Analysis of recursive stochastic algorithms

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