Convergence of HLS estimation algorithms for multivariable ARX-like systems

DOI10.1016/j.amc.2007.01.089zbMath1117.93332MaRDI QIDQ2383841

Feng Ding, Peter Xiaoping Liu, Ling Yun Wang

Publication date: 19 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.01.089

zbMATH Keywords

parameter estimation; multivariable systems; least squares; convergence properties; hierarchical identification principle; Recursive identification

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C35: Multivariable systems, multidimensional control systems

93E24: Least squares and related methods for stochastic control systems

93E12: Identification in stochastic control theory

93C30: Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)

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