Analysis of a general recursive prediction error identification algorithm

DOI10.1016/0005-1098(81)90086-8zbMath0451.93064OpenAlexW2094358762MaRDI QIDQ1148285

Lennart Ljung

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90086-8

zbMATH Keywords

convergence analysisprediction error methodsrecursive algorithms

Mathematics Subject Classification ID

Related Items (10)

Parameter identification and convergence analysis based on the least-squares method for a class of non-linear systems Part 1. SISO case ⋮ Data analysis and statistical estimation for time series: improving presentation and interpretation ⋮ Exponential convergence of adaptive identification and control algorithms ⋮ Towards more precise recursive prediction error algorithms ⋮ Convergence analysis of recursive identification algorithms with forgetting factor ⋮ Convergence and stability of recursive damped least square algorithm ⋮ Adaptive control based on explicit criterion minimization ⋮ Recursive identification in continuous-time stochastic processes ⋮ Adaptive control of Markov processes with incomplete state information and unknown parameters ⋮ A note on the formal derivative of time series

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