Analysis of an output error identification algorithm

DOI10.1016/0005-1098(81)90074-1zbMATH Open0474.93064OpenAlexW2339231421MaRDI QIDQ1159643FDOQ1159643

Authors: Petre Stoica, Torsten Söderström 

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90074-1

zbMATH Keywords

identificationrecursive estimationrobustnesstransfer functionoutput error-based algorithm

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Transformations (93B17)

Cites Work

• On positive real transfer functions and the convergence of some recursive schemes
• Elimination of the real positivity condition in the design of parallel MRAS
• Convergence analysis of parametric identification methods
• Asymptotic behaviour of some bootstrap estimators
• A theoretical analysis of recursive identification methods
• Recursive output error identification algorithms theory and evaluation
• Limitations of output error identifier initialization with biased equation error estimates

Cited In (9)

• Least-squares parameter estimation for systems with irregularly missing data
• Eigenvalue location of certain matrices arising in convergence analysis problems
• Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
• Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model
• Auxiliary model based least squares parameter estimation algorithm for feedback nonlinear systems using the hierarchical identification principle
• The model equivalence based parameter estimation methods for Box-Jenkins systems
• Combined parameter and output estimation of dual-rate systems using an auxiliary model
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Identification of multi-input systems based on correlation techniques

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