Analysis of a general recursive prediction error identification algorithm

DOI10.1016/0005-1098(81)90086-8MaRDI QIDQ1148285zbMATH OpenOpenAlexFDO

Authors 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

Stochastic approximation (62L20) Identification in stochastic control theory (93E12)

Cites work

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Cited in

(10)

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

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