Combined state and least squares parameter estimation algorithms for dynamic systems
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Publication:1991337
DOI10.1016/j.apm.2013.06.007zbMath1449.93254MaRDI QIDQ1991337
Publication date: 30 October 2018
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2013.06.007
recursive identification; parameter estimation; least squares; state space model; numerical algorithm; dynamic system
93E10: Estimation and detection in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
93E12: Identification in stochastic control theory
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