Recursive parameter estimation algorithm for multivariate output-error systems

DOI10.1016/J.JFRANKLIN.2018.04.013zbMATH Open1395.93288OpenAlexW2797498441MaRDI QIDQ1661829FDOQ1661829

Minhu Wu, Feng Ding, Yanjiao Wang

Publication date: 17 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.04.013

zbMATH Keywords

least squares identificationmultivariate output-error systemsrecursive parameter estimation algorithm

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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