Model approximations via prediction error identification

DOI10.1016/0005-1098(78)90051-1MaRDI QIDQ1250804zbMATH OpenOpenAlexFDO

Authors Brian D. O. Anderson, John Moore, R. M. Hawkes

Publication date 1978

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(78)90051-1

Mathematics Subject Classification ID

General systems theory (93A99) Estimation and detection in stochastic control theory (93E10)

Cites work

• A note on the consistency of maximum likelihood estimates for finite families of stochastic processes
• scientific article; zbMATH DE number 3471888 (Why is no real title available?)
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• Performance of Bayesian parameter estimators for linear signal models
• Prediction error identification methods for stationary stochastic processes
• Variance of Bayes estimates

Cited in

(8)

• Identification of non-minimum phase linear stochastic systems
• Maximum likelihood and prediction error methods
• Recursive prediction error algorithms without a stability test
• Information criteria for residual generation and fault detection and isolation
• On identification and adaptive estimation for systems with interrupted observations
• Convergence of continuous-time partitioned adaptive state estimators
• Optimal angle reduction -- a behavioral approach to linear system approximation
• Enhancement of fixed controllers via adaptive-Q disturbance estimate feedback

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